+284.4%
MUU vs CAT
+10.8%
+273.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.7% | +9.9% | +7.1% |
| 7D | +17.4% | +1.7% | +15.7% | +12.7% |
| 30D | +24.0% | -6.6% | +30.5% | +50.3% |
| 3M | -23.9% | -13.3% | -10.6% | +35.3% |
| 6M | +284.4% | +11.6% | +272.8% | +348.5% |
| All | +284.4% | +10.8% | +273.6% | +348.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling