+53.8%
MMM vs RCAT
-98.4%
+152.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.6% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | -8.0% | -5.6% | -2.4% | -8.0% |
| 3M | +9.4% | -30.2% | +39.6% | +9.5% |
| 6M | +10.2% | -43.4% | +53.6% | +10.4% |
| YTD | +6.1% | +9.6% | -3.5% | +5.9% |
| 1Y | +10.8% | -2.0% | +12.8% | +10.6% |
| 3Y | +104.8% | +825.0% | -720.2% | +102.7% |
| 5Y | +27.0% | +199.8% | -172.8% | +25.9% |
| 10Y | +53.8% | -98.4% | +152.2% | +48.3% |
| All | +53.8% | -98.4% | +152.2% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling