+17.1%
MCHP vs RCAT
-14.2%
+31.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +3.9% |
| 7D | 0.0% | -4.9% | +4.9% | +0.6% |
| 30D | -6.0% | -22.9% | +16.8% | -3.0% |
| 3M | -19.7% | -33.7% | +14.0% | -16.6% |
| 6M | +14.0% | -50.7% | +64.8% | +20.1% |
| YTD | +18.4% | +0.4% | +18.1% | +10.9% |
| 1Y | +17.1% | -27.6% | +44.7% | +15.3% |
| All | +17.1% | -14.2% | +31.3% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling