+762.7%
MMM vs RCAT
-100.0%
+862.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | +7.0% | -5.6% | +12.6% | +7.0% |
| 30D | +18.4% | -27.0% | +45.4% | +18.4% |
| 3M | +4.5% | -57.9% | +62.4% | +4.5% |
| 6M | +33.4% | -59.4% | +92.8% | +33.5% |
| YTD | +20.0% | -46.9% | +66.9% | +20.0% |
| 1Y | +15.0% | -54.0% | +69.1% | +15.0% |
| 3Y | +165.0% | +378.4% | -213.4% | +164.8% |
| 5Y | +47.9% | +61.9% | -14.0% | +47.8% |
| 10Y | +79.6% | -99.6% | +179.2% | +80.1% |
| All | +762.7% | -100.0% | +862.7% | +840.9% |
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