+31.8%
MLM vs RCAT
+63.2%
-31.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.3% |
| 7D | -2.9% | -5.6% | +2.7% | -2.8% |
| 30D | +10.4% | -27.0% | +37.5% | +11.6% |
| 3M | -3.7% | -57.9% | +54.2% | -0.6% |
| 6M | -10.3% | -59.4% | +49.1% | -7.9% |
| YTD | -14.8% | -46.9% | +32.1% | -14.4% |
| 1Y | -13.9% | -54.0% | +40.2% | -13.2% |
| 3Y | +18.4% | +378.4% | -360.0% | +1.4% |
| 5Y | +31.8% | +61.9% | -30.1% | +20.1% |
| All | +31.8% | +63.2% | -31.4% | +20.1% |
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