+2,968.0%
MPC vs RCAT
-99.9%
+3,067.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.9% | -1.3% |
| 7D | -16.2% | -12.7% | -3.4% | -16.1% |
| 30D | -15.7% | -34.3% | +18.6% | -15.6% |
| 3M | +24.9% | -53.4% | +78.3% | +25.3% |
| 6M | +52.7% | -62.0% | +114.6% | +53.2% |
| YTD | +131.9% | -49.1% | +180.9% | +132.2% |
| 1Y | +96.6% | -53.1% | +149.8% | +96.9% |
| 3Y | +163.8% | +318.7% | -154.9% | +159.6% |
| 5Y | +533.1% | +48.5% | +484.6% | +524.4% |
| 10Y | +1,118.6% | -99.6% | +1,218.3% | +1,053.0% |
| All | +2,968.0% | -99.9% | +3,067.9% | +2,595.1% |
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 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