-49.1%
MUU vs CAT
-33.4%
-15.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +7.2% | +5.3% | -7.3% |
| 7D | -27.2% | -2.4% | -24.8% | -16.9% |
| 30D | -54.0% | -25.0% | -29.0% | +7.9% |
| 3M | -41.4% | -28.7% | -12.7% | +54.6% |
| All | -49.1% | -33.4% | -15.7% | +121.5% |
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