+158.3%
CAT vs MTUM
+89.8%
+68.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +1.0% |
| 7D | +7.4% | +6.6% | +0.8% | +1.2% |
| 30D | -19.7% | -10.8% | -8.9% | -10.6% |
| 3M | -29.6% | -13.8% | -15.8% | -18.9% |
| 6M | -33.2% | -10.7% | -22.5% | -25.2% |
| YTD | +5.7% | +9.1% | -3.4% | -0.4% |
| 1Y | +9.3% | +11.4% | -2.0% | +1.5% |
| 3Y | +158.3% | +88.8% | +69.5% | +70.9% |
| All | +158.3% | +89.8% | +68.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling