+498.8%
MAR vs RCAT
-99.8%
+598.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | -0.3% |
| 7D | +1.6% | -5.9% | +7.5% | +1.6% |
| 30D | +13.8% | -19.7% | +33.5% | +13.9% |
| 3M | +20.3% | -62.9% | +83.1% | +21.0% |
| 6M | +21.3% | -59.6% | +80.9% | +21.9% |
| YTD | +37.2% | -52.1% | +89.3% | +37.4% |
| 1Y | +48.4% | -50.9% | +99.4% | +48.6% |
| 3Y | +120.1% | +333.8% | -213.7% | +115.7% |
| 5Y | +182.1% | +40.7% | +141.3% | +177.3% |
| All | +498.8% | -99.8% | +598.6% | +480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling