+58.6%
MDT vs RCAT
+373.0%
-314.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -1.2% |
| 7D | +2.7% | -5.6% | +8.3% | +2.8% |
| 30D | +14.8% | -27.0% | +41.9% | +14.9% |
| 3M | +14.6% | -57.9% | +72.5% | +14.8% |
| 6M | +35.7% | -59.4% | +95.1% | +36.0% |
| YTD | +8.5% | -46.9% | +55.4% | +8.4% |
| 1Y | +13.3% | -54.0% | +67.3% | +13.2% |
| 3Y | +58.6% | +378.4% | -319.8% | +66.4% |
| All | +58.6% | +373.0% | -314.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling