+280.4%
MRVL vs RCAT
+192.8%
+87.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.4% |
| 7D | +7.1% | +5.4% | +1.7% | +6.5% |
| 30D | +3.1% | -5.6% | +8.7% | +3.4% |
| 3M | -21.9% | -30.2% | +8.3% | -19.2% |
| 6M | +151.8% | -43.4% | +195.2% | +162.1% |
| YTD | +165.6% | +9.6% | +156.0% | +158.0% |
| 1Y | +242.3% | -2.0% | +244.2% | +230.3% |
| 3Y | +308.2% | +825.0% | -516.8% | +225.7% |
| 5Y | +280.4% | +199.8% | +80.6% | +210.5% |
| All | +280.4% | +192.8% | +87.6% | +210.5% |
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