+57.7%
CAT vs MULL
+1,303.2%
-1,245.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.1% |
| 7D | +9.3% | +43.3% | -34.0% | +3.6% |
| 30D | -21.5% | -37.4% | +16.0% | -17.8% |
| 3M | -29.1% | -36.8% | +7.8% | -26.6% |
| 6M | -33.4% | -36.9% | +3.5% | -34.8% |
| YTD | +6.6% | +250.7% | -244.1% | -20.5% |
| 1Y | +6.5% | +337.6% | -331.1% | -23.8% |
| All | +57.7% | +1,303.2% | -1,245.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling