+667.9%
MMM vs RCAT
-100.0%
+767.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | -7.0% | -3.3% | -3.7% | -7.0% |
| 3M | +10.8% | -43.2% | +54.0% | +10.8% |
| 6M | +5.8% | -43.2% | +48.9% | +5.8% |
| YTD | +6.8% | +5.5% | +1.2% | +6.7% |
| 1Y | +10.4% | -1.6% | +12.0% | +10.3% |
| 3Y | +104.7% | +773.7% | -669.0% | +104.4% |
| 5Y | +23.6% | +187.6% | -164.1% | +23.4% |
| 10Y | +54.1% | -98.5% | +152.6% | +54.5% |
| All | +667.9% | -100.0% | +767.9% | +737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling