+2,620.0%
MUU vs CAT
+111.1%
+2,508.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.7% | +9.9% | +7.7% |
| 7D | +17.4% | +1.7% | +15.7% | +13.4% |
| 30D | +24.0% | -6.6% | +30.5% | +46.4% |
| 3M | -23.9% | -13.3% | -10.6% | +27.8% |
| 6M | +284.4% | +11.6% | +272.8% | +299.9% |
| YTD | +583.7% | +42.9% | +540.8% | +330.9% |
| 1Y | +2,981.5% | +95.4% | +2,886.0% | +904.4% |
| All | +2,620.0% | +111.1% | +2,508.9% | +590.4% |
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