+43.4%
MMM vs RCAT
+41.8%
+1.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.9% |
| 7D | -0.4% | -5.9% | +5.6% | -0.2% |
| 30D | +12.1% | -19.7% | +31.8% | +12.7% |
| 3M | +1.4% | -62.9% | +64.3% | +4.3% |
| 6M | +26.6% | -59.6% | +86.2% | +29.1% |
| YTD | +16.8% | -52.1% | +68.9% | +17.3% |
| 1Y | +10.1% | -50.9% | +61.0% | +10.2% |
| 3Y | +158.4% | +333.8% | -175.4% | +135.6% |
| All | +43.4% | +41.8% | +1.6% | +30.7% |
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