-14.2%
MLM vs RCAT
-54.8%
+40.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | -0.9% | -5.9% | +5.1% | -0.7% |
| 30D | +9.0% | -19.7% | +28.7% | +9.7% |
| 3M | -5.6% | -62.9% | +57.3% | -2.7% |
| 6M | -10.7% | -59.6% | +48.9% | -8.9% |
| YTD | -17.2% | -52.1% | +34.9% | -18.1% |
| 1Y | -14.2% | -50.9% | +36.7% | -15.8% |
| All | -14.2% | -54.8% | +40.5% | -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