+97.5%
MO vs RCAT
+184.3%
-86.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.4% |
| 30D | +3.6% | -18.7% | +22.3% | +3.5% |
| 3M | -3.7% | -29.3% | +25.6% | -3.7% |
| 6M | +4.5% | -42.3% | +46.8% | +4.5% |
| YTD | +21.5% | +2.5% | +19.0% | +21.3% |
| 1Y | +9.5% | -5.7% | +15.2% | +9.3% |
| 3Y | +93.6% | +764.9% | -671.3% | +87.0% |
| 5Y | +97.5% | +182.3% | -84.8% | +91.6% |
| All | +97.5% | +184.3% | -86.8% | +91.6% |
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