+207.3%
CAT vs MTZ
+88.6%
+118.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +2.0% | -0.9% |
| 7D | -6.3% | -8.7% | +2.4% | -3.7% |
| 30D | -26.8% | -15.0% | -11.8% | -23.0% |
| 3M | -30.0% | -32.6% | +2.6% | -20.5% |
| 6M | -34.6% | -56.3% | +21.8% | -14.7% |
| YTD | +2.9% | -16.8% | +19.7% | +8.1% |
| 1Y | +3.3% | -10.0% | +13.3% | +5.8% |
| 3Y | +153.7% | +267.1% | -113.4% | +65.4% |
| 5Y | +207.3% | +89.9% | +117.4% | +128.7% |
| All | +207.3% | +88.6% | +118.7% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling