+153.5%
MLM vs RCAT
-99.6%
+253.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.4% | -8.9% | +2.4% |
| 7D | -3.8% | +1.1% | -5.0% | -3.9% |
| 30D | +11.0% | -22.0% | +33.0% | +11.2% |
| 3M | -3.1% | -51.1% | +48.1% | -2.6% |
| 6M | -9.8% | -56.6% | +46.8% | -9.4% |
| YTD | -14.4% | -43.3% | +28.9% | -14.3% |
| 1Y | -12.6% | -51.5% | +39.0% | -12.4% |
| 3Y | +19.7% | +411.4% | -391.6% | +17.4% |
| 5Y | +29.8% | +74.4% | -44.7% | +27.6% |
| 10Y | +153.5% | -99.6% | +253.1% | +154.2% |
| All | +153.5% | -99.6% | +253.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling