+65.9%
MRVL vs RCAT
-56.5%
+122.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +1.5% |
| 7D | -10.2% | -5.6% | -4.6% | -9.0% |
| 30D | -43.9% | -27.0% | -16.9% | -39.8% |
| 3M | -26.0% | -57.9% | +31.9% | -11.6% |
| 6M | -9.2% | -59.4% | +50.2% | +8.9% |
| YTD | +82.0% | -46.9% | +128.9% | +97.8% |
| 1Y | +65.9% | -54.0% | +119.9% | +83.8% |
| All | +65.9% | -56.5% | +122.3% | +83.8% |
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 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