+194.4%
MET vs RCAT
-99.8%
+294.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +4.5% | -5.9% | +10.4% | +4.5% |
| 30D | +3.5% | -19.7% | +23.2% | +3.6% |
| 3M | +5.9% | -62.9% | +68.8% | +6.5% |
| 6M | +33.1% | -59.6% | +92.6% | +33.6% |
| YTD | +33.6% | -52.1% | +85.7% | +33.8% |
| 1Y | +32.7% | -50.9% | +83.6% | +32.8% |
| 3Y | +85.0% | +333.8% | -248.7% | +82.6% |
| 5Y | +85.6% | +40.7% | +44.8% | +83.5% |
| All | +194.4% | -99.8% | +294.2% | +195.3% |
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