+229.0%
MRK vs RCAT
-99.8%
+328.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.1% |
| 7D | 0.0% | +15.6% | -15.6% | 0.0% |
| 30D | +3.5% | -24.1% | +27.6% | +3.6% |
| 3M | +11.2% | -61.9% | +73.1% | +11.5% |
| 6M | +32.5% | -64.3% | +96.8% | +32.8% |
| YTD | +42.5% | -50.4% | +92.9% | +42.5% |
| 1Y | +65.4% | -54.0% | +119.4% | +65.5% |
| 3Y | +58.8% | +347.2% | -288.3% | +57.3% |
| 5Y | +103.9% | +45.7% | +58.1% | +102.2% |
| All | +229.0% | -99.8% | +328.8% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling