+61.5%
MTB vs RCAT
+41.8%
+19.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +1.5% | -5.9% | +7.5% | +1.8% |
| 30D | +2.3% | -19.7% | +22.0% | +3.1% |
| 3M | -12.1% | -62.9% | +50.7% | -8.4% |
| 6M | +9.8% | -59.6% | +69.4% | +13.1% |
| YTD | +12.0% | -52.1% | +64.1% | +13.0% |
| 1Y | +22.0% | -50.9% | +72.9% | +22.6% |
| 3Y | +107.6% | +333.8% | -226.2% | +77.5% |
| All | +61.5% | +41.8% | +19.7% | +42.1% |
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