+96.3%
CAT vs MUB
+2.0%
+94.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +5.6% | -0.3% | +5.9% | +6.4% |
| 30D | -2.3% | -1.5% | -0.8% | +1.9% |
| 3M | -10.0% | -1.9% | -8.1% | -4.5% |
| 6M | +21.2% | -1.7% | +23.0% | +27.2% |
| YTD | +44.4% | -0.8% | +45.2% | +52.6% |
| 1Y | +96.3% | +1.5% | +94.8% | +101.2% |
| All | +96.3% | +2.0% | +94.3% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling