+45.3%
MMM vs RCAT
+46.9%
-1.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | -1.9% |
| 7D | +6.2% | -12.7% | +18.9% | +6.5% |
| 30D | +14.2% | -34.3% | +48.5% | +15.5% |
| 3M | +2.9% | -53.4% | +56.3% | +5.1% |
| 6M | +27.6% | -62.0% | +89.5% | +30.3% |
| YTD | +17.3% | -49.1% | +66.3% | +17.6% |
| 1Y | +15.1% | -53.1% | +68.2% | +15.4% |
| 3Y | +157.1% | +318.7% | -161.5% | +134.4% |
| All | +45.3% | +46.9% | -1.6% | +35.2% |
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