-13.4%
MLM vs RCAT
-53.5%
+40.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.4% | -8.9% | +2.1% |
| 7D | -3.8% | +1.1% | -5.0% | -4.0% |
| 30D | +11.0% | -22.0% | +33.0% | +11.8% |
| 3M | -3.1% | -51.1% | +48.1% | -0.9% |
| 6M | -9.8% | -56.6% | +46.8% | -8.1% |
| YTD | -14.4% | -43.3% | +28.9% | -16.1% |
| All | -13.4% | -53.5% | +40.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling