+181.2%
MLM vs RCAT
-99.8%
+281.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -2.0% |
| 7D | -4.1% | -12.7% | +8.6% | -4.1% |
| 30D | +8.2% | -34.3% | +42.5% | +8.4% |
| 3M | -3.6% | -53.4% | +49.8% | -3.1% |
| 6M | -15.6% | -62.0% | +46.4% | -15.1% |
| YTD | -16.4% | -49.1% | +32.6% | -16.3% |
| 1Y | -14.3% | -53.1% | +38.8% | -14.2% |
| 3Y | +19.3% | +318.7% | -299.3% | +17.2% |
| 5Y | +29.6% | +48.5% | -18.9% | +27.6% |
| All | +181.2% | -99.8% | +281.0% | +184.1% |
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