+45.5%
CAT vs MULL
+968.6%
-923.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.1% | -8.2% | -0.4% |
| 7D | -10.3% | -42.7% | +32.4% | -4.2% |
| 30D | -31.2% | -63.8% | +32.6% | -22.2% |
| 3M | -34.7% | -49.0% | +14.4% | -30.1% |
| 6M | -39.5% | -38.2% | -1.3% | -40.6% |
| YTD | -1.7% | +167.0% | -168.7% | -23.5% |
| 1Y | -1.1% | +247.7% | -248.8% | -26.9% |
| All | +45.5% | +968.6% | -923.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling