+32.0%
MLM vs RCAT
+25.6%
+6.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.9% | +9.7% | -4.5% |
| 7D | -1.2% | -32.6% | +31.3% | +0.3% |
| 30D | +7.9% | -46.3% | +54.2% | +10.6% |
| 3M | -4.5% | -60.7% | +56.2% | -1.0% |
| 6M | -12.6% | -67.4% | +54.7% | -9.5% |
| YTD | -14.9% | -57.1% | +42.2% | -13.7% |
| 1Y | -13.1% | -63.8% | +50.7% | -11.5% |
| 3Y | +21.2% | +268.1% | -246.9% | +5.3% |
| 5Y | +32.0% | +25.2% | +6.8% | +20.7% |
| All | +32.0% | +25.6% | +6.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling