+1,755.9%
MCD vs RCAT
-100.0%
+1,855.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -6.0% | -3.3% | -2.7% | -6.0% |
| 3M | -5.6% | -43.2% | +37.6% | -5.5% |
| 6M | -21.9% | -43.2% | +21.3% | -21.8% |
| YTD | -14.7% | +5.5% | -20.2% | -14.7% |
| 1Y | -17.3% | -1.6% | -15.6% | -17.3% |
| 3Y | -2.2% | +773.7% | -775.9% | -2.5% |
| 5Y | +20.3% | +187.6% | -167.3% | +19.9% |
| 10Y | +180.7% | -98.5% | +279.2% | +180.9% |
| All | +1,755.9% | -100.0% | +1,855.9% | +1,870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling