+130.3%
MRK vs RCAT
+177.7%
-47.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -5.0% | -5.4% | +0.4% | -5.0% |
| 30D | +11.0% | -24.2% | +35.2% | +11.1% |
| 3M | +22.4% | -25.8% | +48.2% | +22.5% |
| 6M | +25.4% | -44.9% | +70.3% | +25.7% |
| YTD | +39.5% | +1.9% | +37.6% | +38.8% |
| 1Y | +78.0% | -5.2% | +83.1% | +76.8% |
| 3Y | +45.5% | +759.6% | -714.0% | +42.4% |
| 5Y | +130.3% | +187.5% | -57.3% | +124.0% |
| All | +130.3% | +177.7% | -47.4% | +124.0% |
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 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