+4.4%
MCHP vs RCAT
+184.3%
-179.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | 0.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | -9.8% | -18.7% | +8.9% | -8.4% |
| 3M | -19.7% | -29.3% | +9.6% | -18.0% |
| 6M | +13.6% | -42.3% | +55.9% | +16.4% |
| YTD | +16.5% | +2.5% | +14.0% | +13.5% |
| 1Y | +15.7% | -5.7% | +21.4% | +12.2% |
| 3Y | 0.0% | +764.9% | -764.9% | -16.8% |
| 5Y | +4.4% | +182.3% | -177.9% | -11.4% |
| All | +4.4% | +184.3% | -179.9% | -11.4% |
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