-21.7%
MKC vs RCAT
+387.5%
-409.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -7.0% | +7.2% | -14.3% | -6.9% |
| 30D | +4.1% | -20.4% | +24.5% | +4.0% |
| 3M | -10.3% | -59.8% | +49.5% | -10.8% |
| 6M | +1.7% | -61.9% | +63.6% | +1.2% |
| YTD | -29.1% | -45.9% | +16.8% | -29.6% |
| 1Y | -26.0% | -50.5% | +24.5% | -26.5% |
| All | -21.7% | +387.5% | -409.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling