+563.6%
MET vs RCAT
-100.0%
+663.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.1% |
| 30D | +1.4% | -3.3% | +4.8% | +1.4% |
| 3M | +17.7% | -43.2% | +60.9% | +17.7% |
| 6M | +35.0% | -43.2% | +78.2% | +35.0% |
| YTD | +26.3% | +5.5% | +20.7% | +26.3% |
| 1Y | +22.8% | -1.6% | +24.5% | +22.8% |
| 3Y | +65.9% | +773.7% | -707.8% | +66.4% |
| 5Y | +85.4% | +187.6% | -102.3% | +85.8% |
| 10Y | +253.7% | -98.5% | +352.2% | +268.4% |
| All | +563.6% | -100.0% | +663.6% | +700.6% |
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