+577.3%
MRK vs RCAT
-100.0%
+677.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +17.1% | -3.3% | +20.5% | +17.1% |
| 3M | +25.9% | -43.2% | +69.1% | +26.0% |
| 6M | +26.8% | -43.2% | +70.0% | +26.8% |
| YTD | +44.9% | +5.5% | +39.4% | +44.8% |
| 1Y | +84.8% | -1.6% | +86.5% | +84.7% |
| 3Y | +50.1% | +773.7% | -723.6% | +49.6% |
| 5Y | +127.4% | +187.6% | -60.2% | +126.7% |
| 10Y | +240.0% | -98.5% | +338.4% | +236.5% |
| All | +577.3% | -100.0% | +677.3% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling