+211.3%
MCD vs RCAT
-99.6%
+310.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.6% | +1.7% |
| 7D | +5.9% | +1.1% | +4.8% | +5.9% |
| 30D | +19.6% | -22.0% | +41.7% | +19.8% |
| 3M | +3.3% | -51.1% | +54.4% | +3.6% |
| 6M | +3.5% | -56.6% | +60.1% | +3.8% |
| YTD | -6.1% | -43.3% | +37.1% | -6.1% |
| 1Y | -3.7% | -51.5% | +47.8% | -3.6% |
| 3Y | +13.4% | +411.4% | -398.0% | +11.0% |
| 5Y | +25.2% | +74.4% | -49.3% | +22.9% |
| 10Y | +211.3% | -99.6% | +310.8% | +196.0% |
| All | +211.3% | -99.6% | +310.8% | +196.0% |
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