+78.9%
MET vs RCAT
+46.9%
+32.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.6% | -20.1% | -2.2% |
| 7D | -1.2% | -12.7% | +11.6% | -0.8% |
| 30D | +3.2% | -34.3% | +37.5% | +4.7% |
| 3M | -1.1% | -53.4% | +52.3% | +1.5% |
| 6M | +25.0% | -62.0% | +87.0% | +28.4% |
| YTD | +27.9% | -49.1% | +76.9% | +28.3% |
| 1Y | +32.9% | -53.1% | +86.0% | +33.4% |
| 3Y | +78.8% | +318.7% | -239.9% | +62.7% |
| All | +78.9% | +46.9% | +32.0% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling