+27.5%
MCO vs RCAT
+177.7%
-150.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -7.3% | -5.4% | -1.9% | -7.2% |
| 30D | -1.7% | -24.2% | +22.5% | -0.8% |
| 3M | +3.9% | -25.8% | +29.8% | +4.6% |
| 6M | +3.8% | -44.9% | +48.7% | +5.0% |
| YTD | -7.9% | +1.9% | -9.8% | -9.6% |
| 1Y | -6.8% | -5.2% | -1.7% | -9.0% |
| 3Y | +40.9% | +759.6% | -718.6% | +23.5% |
| 5Y | +27.5% | +187.5% | -160.0% | +12.4% |
| All | +27.5% | +177.7% | -150.2% | +12.4% |
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