-7.8%
MP vs RCAT
+25.6%
-33.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -14.9% | +8.8% | -3.6% |
| 7D | -19.0% | -32.6% | +13.6% | -13.7% |
| 30D | -30.5% | -46.3% | +15.8% | -23.2% |
| 3M | -29.6% | -60.7% | +31.1% | -18.4% |
| 6M | -50.4% | -67.4% | +16.9% | -41.6% |
| YTD | -33.2% | -57.1% | +23.8% | -24.2% |
| 1Y | -38.6% | -63.8% | +25.2% | -29.2% |
| 3Y | +105.5% | +268.1% | -162.6% | +75.6% |
| 5Y | -7.8% | +25.2% | -33.0% | -5.9% |
| All | -7.8% | +25.6% | -33.5% | -5.9% |
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 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