+40.6%
MDT vs RCAT
-98.5%
+139.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | +2.8% | -18.7% | +21.5% | +2.9% |
| 3M | +13.1% | -29.3% | +42.4% | +13.2% |
| 6M | +2.3% | -42.3% | +44.7% | +2.5% |
| YTD | -2.7% | +2.5% | -5.2% | -2.9% |
| 1Y | +0.9% | -5.7% | +6.5% | +0.6% |
| 3Y | +26.8% | +764.9% | -738.1% | +24.6% |
| 5Y | -19.5% | +182.3% | -201.7% | -20.7% |
| 10Y | +40.6% | -98.5% | +139.1% | +33.6% |
| All | +40.6% | -98.5% | +139.1% | +33.6% |
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