-10.8%
MDLN vs RCAT
+12.3%
-23.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +3.7% | -1.4% | +5.1% | +3.8% |
| 30D | -0.2% | -3.3% | +3.1% | -0.1% |
| 3M | +6.2% | -43.2% | +49.4% | +7.7% |
| 6M | -14.7% | -43.2% | +28.5% | -14.1% |
| YTD | -12.9% | +5.5% | -18.4% | -10.0% |
| All | -10.8% | +12.3% | -23.1% | -7.4% |
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 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