+445.3%
MP vs RCAT
+737.0%
-291.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.5% |
| 7D | -2.9% | -1.4% | -1.4% | -2.8% |
| 30D | +13.8% | -3.3% | +17.2% | +14.1% |
| 3M | -16.7% | -43.2% | +26.5% | -14.0% |
| 6M | -11.5% | -43.2% | +31.7% | -9.1% |
| YTD | +7.9% | +5.5% | +2.4% | +7.8% |
| 1Y | -15.0% | -1.6% | -13.4% | -15.0% |
| 3Y | +153.5% | +773.7% | -620.2% | +138.5% |
| 5Y | +58.7% | +187.6% | -129.0% | +49.6% |
| All | +445.3% | +737.0% | -291.7% | +475.1% |
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 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