+847.8%
MU vs CAT
+181.1%
+666.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.4% |
| 7D | -22.0% | -10.3% | -11.7% | -13.9% |
| 30D | -36.6% | -31.2% | -5.4% | -13.4% |
| 3M | -21.7% | -34.7% | +12.9% | +11.1% |
| 6M | +3.5% | -39.5% | +43.0% | +61.6% |
| YTD | +141.9% | -1.7% | +143.6% | +168.0% |
| 1Y | +189.8% | -1.1% | +191.0% | +220.9% |
| 3Y | +855.4% | +143.9% | +711.5% | +524.1% |
| All | +847.8% | +181.1% | +666.7% | +446.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling