+0.9%
MDT vs RCAT
-7.9%
+8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | +13.1% | -29.3% | +42.4% | +13.7% |
| 6M | +2.3% | -42.3% | +44.7% | +2.9% |
| YTD | -2.7% | +2.5% | -5.2% | -4.6% |
| 1Y | +0.9% | -5.7% | +6.5% | -2.4% |
| All | +0.9% | -7.9% | +8.8% | -2.4% |
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