+3,004.8%
MCO vs RCAT
-100.0%
+3,104.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.5% |
| 7D | -2.7% | +5.4% | -8.1% | -2.7% |
| 30D | +0.9% | -5.6% | +6.5% | +0.9% |
| 3M | +8.7% | -30.2% | +38.9% | +8.7% |
| 6M | +2.4% | -43.4% | +45.8% | +2.5% |
| YTD | -5.2% | +9.6% | -14.8% | -5.2% |
| 1Y | -4.4% | -2.0% | -2.4% | -4.4% |
| 3Y | +45.1% | +825.0% | -779.9% | +44.6% |
| 5Y | +31.5% | +199.8% | -168.3% | +31.1% |
| 10Y | +380.7% | -98.4% | +479.1% | +387.2% |
| All | +3,004.8% | -100.0% | +3,104.8% | +4,095.6% |
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