+333.5%
CAT vs MTUM
+78.5%
+255.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +2.9% | +4.1% | -1.2% | -0.6% |
| 30D | -2.6% | +0.6% | -3.3% | -3.0% |
| 3M | -10.7% | -0.6% | -10.0% | -9.6% |
| 6M | +16.1% | +25.3% | -9.2% | -2.9% |
| YTD | +43.2% | +23.8% | +19.4% | +21.2% |
| 1Y | +96.8% | +25.4% | +71.4% | +65.1% |
| 3Y | +201.4% | +117.3% | +84.1% | +65.1% |
| All | +333.5% | +78.5% | +255.1% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling