+57.4%
MRK vs RCAT
+387.5%
-330.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.1% | +7.2% | -9.4% | -2.2% |
| 30D | +1.2% | -20.4% | +21.6% | +1.3% |
| 3M | +13.5% | -59.8% | +73.3% | +14.2% |
| 6M | +34.0% | -61.9% | +95.9% | +34.7% |
| YTD | +42.7% | -45.9% | +88.6% | +42.1% |
| 1Y | +66.6% | -50.5% | +117.1% | +65.8% |
| All | +57.4% | +387.5% | -330.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling