+2,805.3%
MAR vs RCAT
-100.0%
+2,905.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -0.2% |
| 7D | +4.3% | -12.7% | +17.0% | +4.3% |
| 30D | +16.8% | -34.3% | +51.1% | +16.9% |
| 3M | +16.0% | -53.4% | +69.4% | +16.2% |
| 6M | +16.5% | -62.0% | +78.4% | +16.6% |
| YTD | +35.0% | -49.1% | +84.1% | +35.1% |
| 1Y | +49.4% | -53.1% | +102.5% | +49.4% |
| 3Y | +124.1% | +318.7% | -194.6% | +123.0% |
| 5Y | +159.2% | +48.5% | +110.7% | +158.1% |
| 10Y | +553.9% | -99.6% | +653.6% | +547.3% |
| All | +2,805.3% | -100.0% | +2,905.3% | +3,002.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling