+70.1%
MDT vs RCAT
-99.8%
+169.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.9% |
| 7D | +1.0% | -5.9% | +7.0% | +1.1% |
| 30D | +9.2% | -19.7% | +28.8% | +9.2% |
| 3M | +14.5% | -62.9% | +77.3% | +14.9% |
| 6M | +37.3% | -59.6% | +96.9% | +37.7% |
| YTD | +9.8% | -52.1% | +61.9% | +9.9% |
| 1Y | +10.5% | -50.9% | +61.4% | +10.6% |
| 3Y | +57.4% | +333.8% | -276.4% | +55.1% |
| 5Y | +1.2% | +40.7% | -39.6% | -0.1% |
| All | +70.1% | -99.8% | +169.9% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling