+267.3%
MP vs RCAT
+329.0%
-61.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.3% | +7.2% | -5.0% | +1.7% |
| 30D | -15.3% | -20.4% | +5.1% | -14.1% |
| 3M | -33.5% | -59.8% | +26.2% | -29.6% |
| 6M | -45.5% | -61.9% | +16.4% | -42.3% |
| YTD | -27.3% | -45.9% | +18.6% | -24.3% |
| 1Y | -40.7% | -50.5% | +9.8% | -38.1% |
| 3Y | +145.9% | +387.5% | -241.6% | +141.1% |
| 5Y | -13.9% | +70.9% | -84.8% | -15.3% |
| All | +267.3% | +329.0% | -61.7% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling