+537.5%
MAR vs RCAT
-99.6%
+637.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.1% | +2.7% |
| 7D | +2.9% | -5.6% | +8.5% | +2.9% |
| 30D | +17.0% | -27.0% | +44.1% | +17.3% |
| 3M | +23.2% | -57.9% | +81.1% | +23.8% |
| 6M | +21.7% | -59.4% | +81.1% | +22.3% |
| YTD | +38.9% | -46.9% | +85.8% | +39.0% |
| 1Y | +48.7% | -54.0% | +102.7% | +48.9% |
| 3Y | +122.9% | +378.4% | -255.5% | +118.1% |
| 5Y | +177.5% | +61.9% | +115.6% | +172.3% |
| 10Y | +537.5% | -99.6% | +637.2% | +508.2% |
| All | +537.5% | -99.6% | +637.2% | +508.2% |
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