+170.4%
MTB vs RCAT
-98.5%
+268.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.1% |
| 30D | -4.6% | -18.7% | +14.1% | -4.5% |
| 3M | +6.3% | -29.3% | +35.5% | +6.4% |
| 6M | +15.6% | -42.3% | +57.9% | +15.8% |
| YTD | +20.6% | +2.5% | +18.0% | +20.3% |
| 1Y | +22.5% | -5.7% | +28.2% | +22.2% |
| 3Y | +114.4% | +764.9% | -650.5% | +110.9% |
| 5Y | +101.9% | +182.3% | -80.4% | +98.9% |
| 10Y | +170.4% | -98.5% | +268.9% | +157.4% |
| All | +170.4% | -98.5% | +268.9% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling