+115.4%
MTB vs RCAT
-99.7%
+215.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -2.0% | +7.2% | -9.2% | -2.0% |
| 30D | +0.1% | -20.4% | +20.5% | +0.2% |
| 3M | -12.1% | -59.8% | +47.6% | -11.7% |
| 6M | +7.3% | -61.9% | +69.2% | +7.7% |
| YTD | +11.5% | -45.9% | +57.4% | +11.6% |
| 1Y | +21.3% | -50.5% | +71.8% | +21.4% |
| 3Y | +104.1% | +387.5% | -283.4% | +101.7% |
| 5Y | +61.8% | +70.9% | -9.1% | +60.1% |
| 10Y | +115.4% | -99.7% | +215.1% | +119.2% |
| All | +115.4% | -99.7% | +215.1% | +119.2% |
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