+106,206.6%
MU vs CAT
+26,255.7%
+79,950.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.1% |
| 7D | +9.0% | +1.7% | +7.3% | +8.0% |
| 30D | +13.8% | -6.6% | +20.4% | +18.7% |
| 3M | +2.1% | -13.3% | +15.4% | +14.2% |
| 6M | +153.8% | +11.6% | +142.2% | +146.0% |
| YTD | +256.4% | +42.9% | +213.4% | +200.1% |
| 1Y | +719.8% | +95.4% | +624.3% | +479.8% |
| 3Y | +1,360.4% | +196.6% | +1,163.8% | +723.8% |
| 5Y | +1,312.4% | +321.7% | +990.8% | +536.0% |
| 10Y | +6,142.6% | +1,140.8% | +5,001.8% | +1,412.5% |
| All | +106,206.6% | +26,255.7% | +79,950.9% | +5,115.2% |
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