+710.9%
MKC vs RCAT
-100.0%
+810.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -5.9% | -1.4% | -4.5% | -5.9% |
| 30D | -0.9% | -3.3% | +2.5% | -0.9% |
| 3M | +12.7% | -43.2% | +55.9% | +12.8% |
| 6M | -19.3% | -43.2% | +23.9% | -19.3% |
| YTD | -22.2% | +5.5% | -27.7% | -22.2% |
| 1Y | -23.3% | -1.6% | -21.7% | -23.4% |
| 3Y | -30.0% | +773.7% | -803.7% | -30.3% |
| 5Y | -33.8% | +187.6% | -221.4% | -34.0% |
| 10Y | +24.4% | -98.5% | +122.9% | +23.1% |
| All | +710.9% | -100.0% | +810.9% | +718.2% |
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