+638.6%
MKC vs RCAT
-100.0%
+738.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -7.0% | +7.2% | -14.3% | -7.0% |
| 30D | +4.1% | -20.4% | +24.5% | +4.1% |
| 3M | -10.3% | -59.8% | +49.5% | -10.2% |
| 6M | +1.7% | -61.9% | +63.6% | +1.8% |
| YTD | -29.1% | -45.9% | +16.8% | -29.1% |
| 1Y | -26.0% | -50.5% | +24.5% | -26.0% |
| 3Y | -21.5% | +387.5% | -409.0% | -21.7% |
| 5Y | -35.0% | +70.9% | -106.0% | -35.2% |
| 10Y | +25.6% | -99.7% | +125.3% | +24.3% |
| All | +638.6% | -100.0% | +738.6% | +645.6% |
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