-36.0%
MKC vs RCAT
+41.8%
-77.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.2% |
| 7D | -3.0% | -5.9% | +3.0% | -3.0% |
| 30D | +4.8% | -19.7% | +24.5% | +4.8% |
| 3M | -12.8% | -62.9% | +50.0% | -12.7% |
| 6M | +5.0% | -59.6% | +64.6% | +5.1% |
| YTD | -29.1% | -52.1% | +23.0% | -29.5% |
| 1Y | -26.4% | -50.9% | +24.5% | -26.9% |
| 3Y | -21.6% | +333.8% | -355.4% | -28.2% |
| All | -36.0% | +41.8% | -77.8% | -39.9% |
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