+529.3%
MTB vs RCAT
-100.0%
+629.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -4.2% | -3.3% | -0.8% | -4.2% |
| 3M | +8.9% | -43.2% | +52.1% | +8.9% |
| 6M | +10.9% | -43.2% | +54.0% | +10.9% |
| YTD | +21.5% | +5.5% | +15.9% | +21.5% |
| 1Y | +21.9% | -1.6% | +23.6% | +21.9% |
| 3Y | +109.2% | +773.7% | -664.4% | +109.2% |
| 5Y | +102.0% | +187.6% | -85.7% | +101.9% |
| 10Y | +171.9% | -98.5% | +270.4% | +177.4% |
| All | +529.3% | -100.0% | +629.3% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling