+117.2%
MPC vs RCAT
-59.1%
+176.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -10.3% | +2.2% | -7.7% |
| 7D | -10.9% | -18.5% | +7.6% | -10.2% |
| 30D | -9.4% | -37.0% | +27.5% | -7.6% |
| 3M | +26.0% | -54.9% | +80.8% | +30.5% |
| 6M | +56.5% | -63.6% | +120.1% | +62.7% |
| YTD | +144.3% | -49.6% | +193.8% | +147.4% |
| 1Y | +117.2% | -57.8% | +175.0% | +120.4% |
| All | +117.2% | -59.1% | +176.4% | +120.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling