+26.9%
MKC vs RCAT
-98.5%
+125.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -2.8% | -5.4% | +2.6% | -2.8% |
| 30D | -3.4% | -24.2% | +20.8% | -3.3% |
| 3M | +3.8% | -25.8% | +29.6% | +3.8% |
| 6M | -17.9% | -44.9% | +27.0% | -17.9% |
| YTD | -23.6% | +1.9% | -25.5% | -23.7% |
| 1Y | -23.1% | -5.2% | -17.9% | -23.3% |
| 3Y | -31.5% | +759.6% | -791.1% | -32.5% |
| 5Y | -33.1% | +187.5% | -220.6% | -33.9% |
| All | +26.9% | -98.5% | +125.4% | +22.7% |
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