+5.8%
CAT vs MULL
+260.4%
-254.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +12.3% | -5.1% | +5.5% |
| 7D | -2.4% | -27.1% | +24.7% | +1.0% |
| 30D | -25.0% | -54.2% | +29.2% | -17.8% |
| 3M | -28.7% | -42.0% | +13.2% | -25.1% |
| 6M | -33.0% | -43.5% | +10.5% | -32.3% |
| YTD | +5.4% | +199.9% | -194.5% | -15.5% |
| All | +5.8% | +260.4% | -254.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling