+719.8%
MU vs CAT
+97.5%
+622.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +4.1% |
| 7D | +9.0% | +1.7% | +7.3% | +7.0% |
| 30D | +13.8% | -6.6% | +20.4% | +23.1% |
| 3M | +2.1% | -13.3% | +15.4% | +24.1% |
| 6M | +153.8% | +11.6% | +142.2% | +148.7% |
| YTD | +256.4% | +42.9% | +213.4% | +183.7% |
| 1Y | +719.8% | +95.4% | +624.3% | +368.4% |
| All | +719.8% | +97.5% | +622.2% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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