+8.9%
CAT vs MTZ
-14.7%
+23.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -15.4% | +10.2% | +1.3% |
| 7D | -17.1% | -7.4% | -9.7% | -14.9% |
| 30D | -30.1% | -23.6% | -6.5% | -22.0% |
| 3M | -32.4% | -38.3% | +5.9% | -17.4% |
| 6M | -32.1% | -60.6% | +28.5% | +3.1% |
| YTD | +4.1% | -22.9% | +27.0% | +7.4% |
| 1Y | +8.9% | -14.3% | +23.2% | +7.4% |
| All | +8.9% | -14.7% | +23.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling