+1,315.7%
MU vs CAT
+322.3%
+993.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +4.7% |
| 7D | +9.0% | +1.7% | +7.3% | +7.6% |
| 30D | +13.8% | -6.6% | +20.4% | +20.5% |
| 3M | +2.1% | -13.3% | +15.4% | +18.2% |
| 6M | +153.8% | +11.6% | +142.2% | +146.0% |
| YTD | +256.4% | +42.9% | +213.4% | +191.3% |
| 1Y | +719.8% | +95.4% | +624.3% | +445.2% |
| 3Y | +1,360.4% | +196.6% | +1,163.8% | +665.9% |
| All | +1,315.7% | +322.3% | +993.4% | +496.9% |
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