+9.3%
CAT vs MUB
-0.2%
+9.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | +7.4% | -1.3% | +8.7% | +8.9% |
| 30D | -19.7% | +2.2% | -21.9% | -22.8% |
| 3M | -29.6% | -1.6% | -28.0% | -23.1% |
| 6M | -33.2% | -1.3% | -31.9% | -27.3% |
| YTD | +5.7% | -0.7% | +6.3% | +13.0% |
| 1Y | +9.3% | -0.2% | +9.5% | +14.4% |
| All | +9.3% | -0.2% | +9.6% | +14.4% |
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