+243.1%
MDT vs RCAT
-100.0%
+343.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -1.2% |
| 7D | +2.7% | -5.6% | +8.3% | +2.7% |
| 30D | +14.8% | -27.0% | +41.9% | +14.9% |
| 3M | +14.6% | -57.9% | +72.5% | +14.7% |
| 6M | +35.7% | -59.4% | +95.1% | +35.8% |
| YTD | +8.5% | -46.9% | +55.4% | +8.5% |
| 1Y | +13.3% | -54.0% | +67.3% | +13.3% |
| 3Y | +58.6% | +378.4% | -319.8% | +57.8% |
| 5Y | -2.6% | +61.9% | -64.5% | -3.0% |
| 10Y | +60.0% | -99.6% | +159.6% | +57.5% |
| All | +243.1% | -100.0% | +343.1% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling