+712.5%
CAT vs MUB
+21.2%
+691.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -25.0% | +3.9% | -28.9% | -26.1% |
| 3M | -28.7% | -0.4% | -28.4% | -28.6% |
| 6M | -33.0% | -0.6% | -32.4% | -32.8% |
| YTD | +5.4% | +0.4% | +5.0% | +5.5% |
| 1Y | +7.3% | +0.8% | +6.4% | +7.2% |
| 3Y | +166.0% | +11.3% | +154.7% | +157.5% |
| 5Y | +210.1% | +3.4% | +206.7% | +205.1% |
| 10Y | +712.5% | +21.9% | +690.6% | +849.5% |
| All | +712.5% | +21.2% | +691.3% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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