+10.1%
MDB vs RCAT
+1.5%
+8.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.9% |
| 7D | -18.0% | +5.4% | -23.4% | -18.5% |
| 30D | -10.7% | -5.6% | -5.1% | -10.2% |
| 3M | +1.0% | -30.2% | +31.2% | +4.0% |
| 6M | +31.6% | -43.4% | +75.0% | +36.3% |
| YTD | -15.2% | +9.6% | -24.8% | -14.4% |
| 1Y | +10.1% | -2.0% | +12.1% | +13.3% |
| All | +10.1% | +1.5% | +8.7% | +13.3% |
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