+206.1%
MLM vs RCAT
-98.5%
+304.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -6.8% | -3.3% | -3.5% | -6.8% |
| 3M | -11.2% | -43.2% | +32.0% | -10.9% |
| 6M | -21.8% | -43.2% | +21.3% | -21.7% |
| YTD | -17.0% | +5.5% | -22.5% | -17.2% |
| 1Y | -16.4% | -1.6% | -14.7% | -16.7% |
| 3Y | +14.5% | +773.7% | -759.2% | +11.8% |
| 5Y | +41.7% | +187.6% | -145.9% | +38.7% |
| All | +206.1% | -98.5% | +304.6% | +200.8% |
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 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