-7.7%
MDB vs RCAT
-59.1%
+51.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.3% | +8.2% | -0.4% |
| 7D | -16.5% | -18.5% | +2.0% | -13.8% |
| 30D | -8.6% | -37.0% | +28.4% | -2.1% |
| 3M | -13.6% | -54.9% | +41.3% | -3.1% |
| 6M | +24.1% | -63.6% | +87.7% | +43.0% |
| YTD | -21.8% | -49.6% | +27.8% | -11.6% |
| 1Y | -7.7% | -57.8% | +50.1% | +6.5% |
| All | -7.7% | -59.1% | +51.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling