-15.1%
MP vs RCAT
+46.9%
-62.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +18.6% | -13.7% | +1.9% |
| 7D | -10.5% | -12.7% | +2.2% | -8.7% |
| 30D | -23.5% | -34.3% | +10.8% | -18.4% |
| 3M | -25.4% | -53.4% | +28.0% | -16.1% |
| 6M | -51.3% | -62.0% | +10.7% | -44.1% |
| YTD | -29.9% | -49.1% | +19.1% | -22.7% |
| 1Y | -31.8% | -53.1% | +21.3% | -24.4% |
| 3Y | +127.0% | +318.7% | -191.7% | +87.6% |
| All | -15.1% | +46.9% | -62.0% | -16.0% |
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