+211.7%
MCD vs RCAT
-99.8%
+311.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -0.6% |
| 7D | +7.1% | -12.7% | +19.9% | +7.2% |
| 30D | +19.8% | -34.3% | +54.1% | +20.0% |
| 3M | +0.8% | -53.4% | +54.2% | +1.1% |
| 6M | -1.3% | -62.0% | +60.6% | -1.0% |
| YTD | -7.8% | -49.1% | +41.3% | -7.7% |
| 1Y | -5.0% | -53.1% | +48.2% | -4.9% |
| 3Y | +10.5% | +318.7% | -308.1% | +8.4% |
| 5Y | +22.0% | +48.5% | -26.6% | +19.9% |
| All | +211.7% | -99.8% | +311.4% | +198.3% |
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 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