-34.8%
CAT vs MTZ
-54.4%
+19.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +1.2% |
| 7D | +1.7% | +12.9% | -11.1% | -2.7% |
| 30D | -24.6% | -8.5% | -16.0% | -22.5% |
| 3M | -28.5% | -30.6% | +2.1% | -18.8% |
| 6M | -34.8% | -55.1% | +20.3% | -9.1% |
| All | -34.8% | -54.4% | +19.6% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling