-34.2%
MKC vs RCAT
+192.8%
-227.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.4% |
| 7D | -4.3% | +5.4% | -9.7% | -4.4% |
| 30D | -2.0% | -5.6% | +3.6% | -2.0% |
| 3M | +10.0% | -30.2% | +40.2% | +10.1% |
| 6M | -18.5% | -43.4% | +24.9% | -18.4% |
| YTD | -22.4% | +9.6% | -32.1% | -23.0% |
| 1Y | -23.6% | -2.0% | -21.7% | -24.4% |
| 3Y | -30.4% | +825.0% | -855.4% | -35.6% |
| 5Y | -34.2% | +199.8% | -234.0% | -38.8% |
| All | -34.2% | +192.8% | -227.0% | -38.8% |
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 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