+3,005.7%
MPC vs RCAT
-99.9%
+3,105.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.9% | +11.0% | -3.8% |
| 7D | -12.8% | -32.6% | +19.8% | -12.6% |
| 30D | -12.7% | -46.3% | +33.6% | -12.5% |
| 3M | +27.1% | -60.7% | +87.8% | +27.7% |
| 6M | +45.8% | -67.4% | +113.1% | +46.5% |
| YTD | +134.7% | -57.1% | +191.8% | +135.3% |
| 1Y | +106.0% | -63.8% | +169.8% | +106.6% |
| 3Y | +165.5% | +268.1% | -102.6% | +161.5% |
| 5Y | +540.9% | +25.2% | +515.7% | +532.7% |
| 10Y | +1,133.6% | -99.7% | +1,233.3% | +1,068.3% |
| All | +3,005.7% | -99.9% | +3,105.6% | +2,631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling