+3,101.0%
MPC vs RCAT
-99.8%
+3,200.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.4% |
| 30D | +31.0% | -3.3% | +34.3% | +31.0% |
| 3M | +46.0% | -43.2% | +89.2% | +46.4% |
| 6M | +77.3% | -43.2% | +120.5% | +77.6% |
| YTD | +141.9% | +5.5% | +136.4% | +141.4% |
| 1Y | +120.9% | -1.6% | +122.6% | +120.3% |
| 3Y | +182.7% | +773.7% | -591.0% | +177.2% |
| 5Y | +646.4% | +187.6% | +458.8% | +633.4% |
| 10Y | +1,138.7% | -98.5% | +1,237.2% | +1,066.2% |
| All | +3,101.0% | -99.8% | +3,200.8% | +2,702.2% |
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