+1,171.8%
MPC vs RCAT
-99.8%
+1,271.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.5% |
| 7D | +11.2% | -5.9% | +17.2% | +11.3% |
| 30D | -14.5% | -19.7% | +5.2% | -14.4% |
| 3M | +16.7% | -62.9% | +79.5% | +17.6% |
| 6M | +67.6% | -59.6% | +127.1% | +68.5% |
| YTD | +157.9% | -52.1% | +210.0% | +158.6% |
| 1Y | +116.7% | -50.9% | +167.6% | +117.1% |
| 3Y | +199.8% | +333.8% | -134.0% | +192.2% |
| 5Y | +604.4% | +40.7% | +563.7% | +589.5% |
| All | +1,171.8% | -99.8% | +1,271.6% | +1,105.8% |
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