-34.2%
CAT vs MUZ
-39.6%
+5.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -12.8% | +20.0% | +4.8% |
| 7D | -2.4% | +14.0% | -16.4% | +1.7% |
| 30D | -25.0% | +57.6% | -82.6% | -16.1% |
| 3M | -28.7% | -3.1% | -25.6% | -25.7% |
| All | -34.2% | -39.6% | +5.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 10y: compounded portfolio wealth divided by compounded MUZ 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…
10y analysis · Full analysis span regression · Available span rolling