+1,304.4%
CAT vs MTUM
+599.3%
+705.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.2% |
| 7D | +1.7% | +1.7% | 0.0% | +0.3% |
| 30D | -6.6% | -1.7% | -4.9% | -5.2% |
| 3M | -13.3% | -6.3% | -7.0% | -8.2% |
| 6M | +11.6% | +21.8% | -10.2% | -3.7% |
| YTD | +42.9% | +22.0% | +20.9% | +23.3% |
| 1Y | +95.4% | +25.3% | +70.1% | +65.4% |
| 3Y | +196.6% | +112.1% | +84.4% | +66.6% |
| 5Y | +321.7% | +76.2% | +245.4% | +169.4% |
| 10Y | +1,140.8% | +340.1% | +800.6% | +258.6% |
| All | +1,304.4% | +599.3% | +705.0% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling