+230.8%
MRK vs RCAT
-99.8%
+330.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +0.7% | -5.9% | +6.6% | +0.7% |
| 30D | +0.3% | -19.7% | +19.9% | +0.3% |
| 3M | +9.7% | -62.9% | +72.5% | +9.9% |
| 6M | +32.0% | -59.6% | +91.5% | +32.2% |
| YTD | +43.3% | -52.1% | +95.4% | +43.3% |
| 1Y | +63.7% | -50.9% | +114.6% | +63.7% |
| 3Y | +58.0% | +333.8% | -275.8% | +56.6% |
| 5Y | +105.0% | +40.7% | +64.2% | +103.3% |
| All | +230.8% | -99.8% | +330.6% | +220.5% |
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