+1,098.3%
MPC vs RCAT
-99.6%
+1,197.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | 0.0% |
| 7D | -8.8% | -5.6% | -3.2% | -8.8% |
| 30D | -14.4% | -27.0% | +12.6% | -14.2% |
| 3M | +21.9% | -57.9% | +79.8% | +22.7% |
| 6M | +60.1% | -59.4% | +119.5% | +61.0% |
| YTD | +142.3% | -46.9% | +189.2% | +142.8% |
| 1Y | +101.7% | -54.0% | +155.7% | +102.2% |
| 3Y | +184.8% | +378.4% | -193.6% | +177.4% |
| 5Y | +564.6% | +61.9% | +502.7% | +549.8% |
| 10Y | +1,098.3% | -99.6% | +1,197.9% | +1,054.2% |
| All | +1,098.3% | -99.6% | +1,197.9% | +1,054.2% |
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