+3,178.7%
MCO vs RCAT
-100.0%
+3,278.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.3% |
| 7D | +0.5% | -5.9% | +6.4% | +0.5% |
| 30D | +9.8% | -19.7% | +29.5% | +9.8% |
| 3M | +4.3% | -62.9% | +67.1% | +4.4% |
| 6M | +16.5% | -59.6% | +76.0% | +16.5% |
| YTD | +0.1% | -52.1% | +52.2% | +0.2% |
| 1Y | +4.4% | -50.9% | +55.4% | +4.5% |
| 3Y | +51.6% | +333.8% | -282.2% | +51.2% |
| 5Y | +36.7% | +40.7% | -4.1% | +36.4% |
| 10Y | +455.7% | -99.8% | +555.4% | +462.2% |
| All | +3,178.7% | -100.0% | +3,278.7% | +4,334.4% |
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 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