+911.7%
MU vs CAT
+203.5%
+708.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.9% |
| 7D | -15.2% | -6.3% | -8.9% | -9.8% |
| 30D | -29.5% | -26.8% | -2.7% | -8.6% |
| 3M | -15.8% | -30.0% | +14.3% | +13.0% |
| 6M | -2.9% | -34.6% | +31.7% | +42.6% |
| YTD | +154.2% | +2.9% | +151.3% | +171.1% |
| 1Y | +186.6% | +3.3% | +183.3% | +205.7% |
| 3Y | +871.5% | +153.7% | +717.8% | +512.1% |
| 5Y | +911.7% | +207.3% | +704.4% | +453.1% |
| All | +911.7% | +203.5% | +708.2% | +453.1% |
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