+68,550.7%
MU vs CAT
+17,869.7%
+50,680.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.4% | -11.1% | -13.7% |
| 7D | -29.7% | -14.5% | -15.3% | -22.3% |
| 30D | -37.2% | -35.7% | -1.5% | -18.1% |
| 3M | -26.5% | -36.3% | +9.8% | -3.5% |
| 6M | +2.6% | -38.5% | +41.1% | +41.5% |
| YTD | +130.1% | -2.5% | +132.7% | +144.0% |
| 1Y | +176.7% | -1.9% | +178.6% | +193.1% |
| 3Y | +813.1% | +139.2% | +673.9% | +494.1% |
| 5Y | +822.0% | +192.1% | +629.8% | +418.9% |
| 10Y | +3,936.2% | +732.3% | +3,203.9% | +1,144.0% |
| All | +68,550.7% | +17,869.7% | +50,680.9% | +4,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling