+2,851.1%
MCK vs RCAT
-100.0%
+2,951.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -4.4% | -5.4% | +1.0% | -4.4% |
| 30D | -2.2% | -24.2% | +22.0% | -2.2% |
| 3M | +11.6% | -25.8% | +37.4% | +11.6% |
| 6M | -4.9% | -44.9% | +40.0% | -4.9% |
| YTD | +7.7% | +1.9% | +5.8% | +7.7% |
| 1Y | +25.2% | -5.2% | +30.4% | +25.1% |
| 3Y | +112.1% | +759.6% | -647.4% | +111.3% |
| 5Y | +345.8% | +187.5% | +158.3% | +344.2% |
| 10Y | +439.7% | -98.5% | +538.3% | +434.1% |
| All | +2,851.1% | -100.0% | +2,951.1% | +2,865.5% |
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