+143.9%
CAT vs MUB
+11.6%
+132.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -10.3% | +0.7% | -11.0% | -10.7% |
| 30D | -31.2% | +4.4% | -35.6% | -33.5% |
| 3M | -34.7% | -0.4% | -34.2% | -34.0% |
| 6M | -39.5% | -0.9% | -38.6% | -38.5% |
| YTD | -1.7% | +0.1% | -1.7% | -0.6% |
| 1Y | -1.1% | +0.5% | -1.6% | -0.2% |
| 3Y | +143.9% | +11.7% | +132.2% | +125.4% |
| All | +143.9% | +11.6% | +132.3% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling