+326.0%
CAT vs MUB
+2.2%
+323.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.2% |
| 30D | -6.6% | -1.4% | -5.1% | -5.9% |
| 3M | -13.3% | -2.2% | -11.1% | -12.3% |
| 6M | +11.6% | -1.9% | +13.5% | +12.7% |
| YTD | +42.9% | -0.8% | +43.7% | +43.9% |
| 1Y | +95.4% | +2.7% | +92.7% | +94.9% |
| 3Y | +196.6% | +8.6% | +188.0% | +189.8% |
| All | +326.0% | +2.2% | +323.8% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling