-40.1%
MDB vs RCAT
+57.4%
-97.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.3% |
| 7D | +11.6% | +15.6% | -4.0% | +9.8% |
| 30D | -8.9% | -24.1% | +15.2% | -6.7% |
| 3M | -22.4% | -61.9% | +39.5% | -15.5% |
| 6M | +10.1% | -64.3% | +74.4% | +19.8% |
| YTD | -19.0% | -50.4% | +31.3% | -15.7% |
| 1Y | -7.0% | -54.0% | +47.0% | -3.1% |
| 3Y | -9.8% | +347.2% | -357.0% | -37.4% |
| 5Y | -40.1% | +45.7% | -85.8% | -50.3% |
| All | -40.1% | +57.4% | -97.5% | -50.3% |
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 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