+201.7%
CAT vs MTZ
+155.1%
+46.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | -6.6% | -11.1% | +4.5% | -2.8% |
| 3M | -13.3% | -36.7% | +23.4% | +0.4% |
| 6M | +11.6% | -21.9% | +33.6% | +20.7% |
| YTD | +42.9% | +9.1% | +33.8% | +38.9% |
| 1Y | +95.4% | +30.0% | +65.5% | +80.5% |
| All | +201.7% | +155.1% | +46.6% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling