+25.2%
MCD vs RCAT
+63.2%
-37.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.3% |
| 7D | +7.3% | -5.6% | +12.9% | +7.3% |
| 30D | +20.0% | -27.0% | +47.0% | +20.1% |
| 3M | +3.8% | -57.9% | +61.7% | +4.2% |
| 6M | +3.8% | -59.4% | +63.2% | +4.0% |
| YTD | -5.9% | -46.9% | +41.0% | -6.1% |
| 1Y | -3.2% | -54.0% | +50.8% | -3.4% |
| 3Y | +13.3% | +378.4% | -365.1% | +6.9% |
| 5Y | +25.2% | +61.9% | -36.7% | +20.6% |
| All | +25.2% | +63.2% | -37.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling