+1,120.0%
MPC vs RCAT
-98.5%
+1,218.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.5% |
| 30D | +31.0% | -3.3% | +34.3% | +31.0% |
| 3M | +46.0% | -43.2% | +89.2% | +46.6% |
| 6M | +77.3% | -43.2% | +120.5% | +77.8% |
| YTD | +141.9% | +5.5% | +136.4% | +141.1% |
| 1Y | +120.9% | -1.6% | +122.6% | +119.9% |
| 3Y | +182.7% | +773.7% | -591.0% | +174.0% |
| 5Y | +646.4% | +187.6% | +458.8% | +625.6% |
| All | +1,120.0% | -98.5% | +1,218.4% | +1,115.4% |
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 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