+65.4%
MRK vs RCAT
-54.8%
+120.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.2% |
| 7D | 0.0% | +15.6% | -15.6% | +0.1% |
| 30D | +3.5% | -24.1% | +27.6% | +3.4% |
| 3M | +11.2% | -61.9% | +73.1% | +10.8% |
| 6M | +32.5% | -64.3% | +96.8% | +32.2% |
| YTD | +42.5% | -50.4% | +92.9% | +36.1% |
| 1Y | +65.4% | -54.0% | +119.4% | +58.0% |
| All | +65.4% | -54.8% | +120.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling