+549.2%
MPC vs RCAT
+71.1%
+478.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +4.3% |
| 7D | -9.4% | +1.1% | -10.5% | -9.5% |
| 30D | -14.3% | -22.0% | +7.7% | -13.9% |
| 3M | +31.1% | -51.1% | +82.2% | +33.2% |
| 6M | +60.3% | -56.6% | +116.9% | +62.6% |
| YTD | +142.5% | -43.3% | +185.8% | +143.9% |
| 1Y | +104.6% | -51.5% | +156.1% | +106.0% |
| 3Y | +191.7% | +411.4% | -219.7% | +176.9% |
| 5Y | +549.2% | +74.4% | +474.8% | +546.1% |
| All | +549.2% | +71.1% | +478.1% | +546.1% |
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