+4,609.2%
MU vs CAT
+697.1%
+3,912.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +9.7% |
| 7D | +2.0% | +1.7% | +0.3% | +1.6% |
| 30D | -18.0% | -24.6% | +6.6% | +2.2% |
| 3M | -6.6% | -28.5% | +21.9% | +20.8% |
| 6M | +2.0% | -34.8% | +36.9% | +45.8% |
| YTD | +184.5% | +5.9% | +178.6% | +190.5% |
| 1Y | +236.9% | +6.8% | +230.0% | +242.8% |
| 3Y | +987.0% | +161.1% | +825.9% | +521.0% |
| 5Y | +1,014.6% | +213.4% | +801.2% | +440.0% |
| 10Y | +4,609.2% | +700.3% | +3,908.9% | +1,164.0% |
| All | +4,609.2% | +697.1% | +3,912.1% | +1,164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling