+153.7%
CAT vs MTZ
+277.9%
-124.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +2.0% | -0.7% |
| 7D | -6.3% | -8.7% | +2.4% | -3.5% |
| 30D | -26.8% | -15.0% | -11.8% | -22.7% |
| 3M | -30.0% | -32.6% | +2.6% | -19.6% |
| 6M | -34.6% | -56.3% | +21.8% | -12.4% |
| YTD | +2.9% | -16.8% | +19.7% | +8.6% |
| 1Y | +3.3% | -10.0% | +13.3% | +6.2% |
| 3Y | +153.7% | +267.1% | -113.4% | +78.6% |
| All | +153.7% | +277.9% | -124.2% | +78.6% |
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