+950.8%
MU vs CAT
+161.3%
+789.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.6% |
| 7D | +12.8% | +7.4% | +5.4% | +4.8% |
| 30D | -14.9% | -19.7% | +4.8% | +7.1% |
| 3M | -18.0% | -29.6% | +11.6% | +17.3% |
| 6M | -3.1% | -33.2% | +30.1% | +52.3% |
| YTD | +172.9% | +5.7% | +167.2% | +179.6% |
| 1Y | +228.8% | +9.3% | +219.5% | +227.0% |
| 3Y | +950.8% | +158.3% | +792.5% | +422.6% |
| All | +950.8% | +161.3% | +789.5% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling