+104.1%
MRK vs RCAT
+68.2%
+35.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.1% |
| 6M | +34.0% | -61.9% | +95.9% | +34.6% |
| YTD | +42.7% | -45.9% | +88.6% | +42.3% |
| 1Y | +66.6% | -50.5% | +117.1% | +66.1% |
| 3Y | +59.1% | +387.5% | -328.4% | +53.9% |
| 5Y | +104.1% | +70.9% | +33.2% | +92.9% |
| All | +104.1% | +68.2% | +35.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling