+189.8%
MU vs CAT
+6.0%
+183.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -1.0% | -2.1% |
| 7D | -12.0% | -2.4% | -9.6% | -8.7% |
| 30D | -28.7% | -25.0% | -3.7% | -0.8% |
| 3M | -16.4% | -28.7% | +12.3% | +22.4% |
| 6M | -1.8% | -33.0% | +31.2% | +63.1% |
| YTD | +157.1% | +5.4% | +151.6% | +169.9% |
| All | +189.8% | +6.0% | +183.8% | +203.1% |
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