+25,808.1%
CAT vs MTZ
+3,062.5%
+22,745.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -6.6% | -11.1% | +4.5% | -4.9% |
| 3M | -13.3% | -36.7% | +23.4% | -7.4% |
| 6M | +11.6% | -21.9% | +33.6% | +15.5% |
| YTD | +42.9% | +9.1% | +33.8% | +40.7% |
| 1Y | +95.4% | +30.0% | +65.5% | +87.4% |
| 3Y | +196.6% | +138.5% | +58.1% | +155.6% |
| 5Y | +321.7% | +158.3% | +163.3% | +255.6% |
| 10Y | +1,140.8% | +700.8% | +440.0% | +784.1% |
| All | +25,808.1% | +3,062.5% | +22,745.6% | +13,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling