+4,271.9%
MU vs CAT
+725.4%
+3,546.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -1.0% | +0.8% |
| 7D | -12.0% | -2.4% | -9.6% | -9.7% |
| 30D | -28.7% | -25.0% | -3.7% | -11.0% |
| 3M | -16.4% | -28.7% | +12.3% | +8.1% |
| 6M | -1.8% | -33.0% | +31.2% | +37.6% |
| YTD | +157.1% | +5.4% | +151.6% | +163.0% |
| 1Y | +208.5% | +7.3% | +201.2% | +212.9% |
| 3Y | +906.2% | +166.0% | +740.1% | +468.4% |
| 5Y | +893.4% | +210.1% | +683.3% | +385.1% |
| 10Y | +4,271.9% | +712.5% | +3,559.3% | +1,104.6% |
| All | +4,271.9% | +725.4% | +3,546.5% | +1,104.6% |
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