+875.5%
MDB vs RCAT
-87.5%
+963.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +18.6% | -15.9% | +2.4% |
| 7D | -11.4% | -12.7% | +1.4% | -11.2% |
| 30D | -13.8% | -34.3% | +20.5% | -13.3% |
| 3M | -15.5% | -53.4% | +38.0% | -14.5% |
| 6M | +17.9% | -62.0% | +79.9% | +19.4% |
| YTD | -25.5% | -49.1% | +23.6% | -25.0% |
| 1Y | -12.1% | -53.1% | +41.0% | -11.5% |
| 3Y | -5.9% | +318.7% | -324.5% | -9.0% |
| 5Y | -43.7% | +48.5% | -92.2% | -45.3% |
| All | +875.5% | -87.5% | +963.0% | +764.9% |
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