+205.9%
MCD vs RCAT
-99.7%
+305.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -1.9% | +7.2% | -9.2% | -2.0% |
| 30D | +16.6% | -20.4% | +37.0% | +16.7% |
| 3M | +0.9% | -59.8% | +60.7% | +1.4% |
| 6M | +1.5% | -61.9% | +63.3% | +1.8% |
| YTD | -8.3% | -45.9% | +37.6% | -8.3% |
| 1Y | -8.1% | -50.5% | +42.4% | -8.1% |
| 3Y | +10.3% | +387.5% | -377.2% | +8.1% |
| 5Y | +23.4% | +70.9% | -47.5% | +21.2% |
| 10Y | +205.9% | -99.7% | +305.7% | +193.1% |
| All | +205.9% | -99.7% | +305.7% | +193.1% |
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