+83.0%
MMM vs RCAT
-99.6%
+182.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.8% |
| 7D | +5.8% | +1.1% | +4.6% | +5.7% |
| 30D | +17.9% | -22.0% | +39.9% | +18.0% |
| 3M | +3.6% | -51.1% | +54.7% | +3.8% |
| 6M | +32.9% | -56.6% | +89.5% | +33.2% |
| YTD | +19.5% | -43.3% | +62.7% | +19.5% |
| 1Y | +16.5% | -51.5% | +68.1% | +16.6% |
| 3Y | +167.2% | +411.4% | -244.2% | +165.1% |
| 5Y | +48.2% | +74.4% | -26.2% | +47.2% |
| 10Y | +83.0% | -99.6% | +182.6% | +79.8% |
| All | +83.0% | -99.6% | +182.6% | +79.8% |
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 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