+193.4%
MCD vs RCAT
-99.8%
+293.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -1.6% | -5.9% | +4.3% | -1.6% |
| 30D | +14.1% | -19.7% | +33.8% | +14.2% |
| 3M | +0.6% | -62.9% | +63.5% | +1.1% |
| 6M | 0.0% | -59.6% | +59.6% | +0.3% |
| YTD | -9.3% | -52.1% | +42.8% | -9.2% |
| 1Y | -9.3% | -50.9% | +41.6% | -9.3% |
| 3Y | +8.6% | +333.8% | -325.2% | +6.5% |
| 5Y | +21.9% | +40.7% | -18.8% | +19.9% |
| All | +193.4% | -99.8% | +293.2% | +180.6% |
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