+823.3%
MCHP vs RCAT
-100.0%
+923.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | +5.7% | -5.9% | +11.6% | +5.7% |
| 30D | -13.4% | -19.7% | +6.2% | -13.4% |
| 3M | -20.1% | -62.9% | +42.7% | -19.9% |
| 6M | -35.5% | -59.6% | +24.1% | -35.4% |
| YTD | -1.6% | -52.1% | +50.5% | -1.4% |
| 1Y | +15.5% | -50.9% | +66.4% | +15.6% |
| 3Y | -13.2% | +333.8% | -347.0% | -13.6% |
| 5Y | -17.5% | +40.7% | -58.2% | -17.8% |
| 10Y | +136.0% | -99.8% | +235.7% | +131.1% |
| All | +823.3% | -100.0% | +923.3% | +672.0% |
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