+34.2%
MGY vs RCAT
+41.8%
-7.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.7% |
| 7D | +4.5% | -5.9% | +10.4% | +4.6% |
| 30D | -0.4% | -19.7% | +19.2% | +0.1% |
| 3M | -4.3% | -62.9% | +58.5% | -1.2% |
| 6M | -12.9% | -59.6% | +46.7% | -10.9% |
| YTD | +15.2% | -52.1% | +67.3% | +15.7% |
| 1Y | +10.3% | -50.9% | +61.3% | +10.4% |
| 3Y | +23.6% | +333.8% | -310.2% | +12.0% |
| All | +34.2% | +41.8% | -7.6% | +27.2% |
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