+96.3%
CAT vs MULL
+2,469.6%
-2,373.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.5% |
| 7D | +5.6% | +14.0% | -8.4% | +3.6% |
| 30D | -2.3% | +24.8% | -27.2% | -5.6% |
| 3M | -10.0% | -16.1% | +6.1% | -11.5% |
| 6M | +21.2% | +330.9% | -309.7% | -6.8% |
| YTD | +44.4% | +545.0% | -500.6% | +3.7% |
| 1Y | +96.3% | +2,427.1% | -2,330.8% | +19.8% |
| All | +96.3% | +2,469.6% | -2,373.3% | +19.8% |
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