-14.3%
MLM vs RCAT
-56.7%
+42.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -2.4% |
| 7D | -4.1% | -12.7% | +8.6% | -3.8% |
| 30D | +8.2% | -34.3% | +42.5% | +9.6% |
| 3M | -3.6% | -53.4% | +49.8% | -1.2% |
| 6M | -15.6% | -62.0% | +46.4% | -13.6% |
| YTD | -16.4% | -49.1% | +32.6% | -17.7% |
| 1Y | -14.3% | -53.1% | +38.8% | -15.8% |
| All | -14.3% | -56.7% | +42.4% | -15.8% |
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 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