+642.2%
MPC vs RCAT
+183.7%
+458.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 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% | +47.8% |
| 6M | +77.3% | -43.2% | +120.5% | +78.7% |
| YTD | +141.9% | +5.5% | +136.4% | +140.0% |
| 1Y | +120.9% | -1.6% | +122.6% | +118.7% |
| 3Y | +182.7% | +773.7% | -591.0% | +163.8% |
| All | +642.2% | +183.7% | +458.5% | +606.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling