-17.0%
MDLN vs RCAT
+9.1%
-26.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.7% |
| 7D | -6.2% | -2.3% | -3.9% | -6.1% |
| 30D | +0.7% | -18.7% | +19.4% | +1.3% |
| 3M | -5.4% | -29.3% | +23.8% | -4.7% |
| 6M | -21.6% | -42.3% | +20.8% | -21.1% |
| YTD | -18.9% | +2.5% | -21.5% | -16.2% |
| All | -17.0% | +9.1% | -26.1% | -13.8% |
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