+183.3%
CAT vs MUB
+3.2%
+180.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | +0.7% | -11.0% | -10.6% |
| 30D | -31.2% | +4.4% | -35.6% | -32.6% |
| 3M | -34.7% | -0.4% | -34.2% | -34.3% |
| 6M | -39.5% | -0.9% | -38.6% | -39.0% |
| YTD | -1.7% | +0.1% | -1.7% | -1.1% |
| 1Y | -1.1% | +0.5% | -1.6% | -0.7% |
| 3Y | +143.9% | +11.7% | +132.2% | +137.8% |
| All | +183.3% | +3.2% | +180.0% | +120.5% |
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 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