+210.4%
MGY vs RCAT
-91.2%
+301.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +3.5% | -4.9% | +8.4% | +3.6% |
| 30D | +5.3% | -22.9% | +28.1% | +5.5% |
| 3M | +2.6% | -33.7% | +36.4% | +2.9% |
| 6M | -3.3% | -50.7% | +47.5% | -3.0% |
| YTD | +29.2% | +0.4% | +28.8% | +28.8% |
| 1Y | +18.0% | -27.6% | +45.7% | +17.8% |
| 3Y | +30.0% | +753.2% | -723.1% | +26.9% |
| 5Y | +92.7% | +183.3% | -90.6% | +88.5% |
| All | +210.4% | -91.2% | +301.5% | +190.4% |
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 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