+206.7%
MGY vs RCAT
-90.3%
+297.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +2.3% |
| 7D | -0.9% | +5.4% | -6.3% | -0.9% |
| 30D | +10.1% | -5.6% | +15.7% | +10.2% |
| 3M | -1.5% | -30.2% | +28.7% | -1.3% |
| 6M | -4.9% | -43.4% | +38.5% | -4.7% |
| YTD | +27.7% | +9.6% | +18.0% | +27.2% |
| 1Y | +20.1% | -2.0% | +22.0% | +19.5% |
| 3Y | +24.9% | +825.0% | -800.1% | +21.8% |
| 5Y | +91.6% | +199.8% | -108.2% | +87.3% |
| All | +206.7% | -90.3% | +297.0% | +186.8% |
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