+21.8%
MTUM vs RCAT
-14.2%
+35.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +0.7% | -4.9% | +5.6% | +1.2% |
| 30D | -2.4% | -22.9% | +20.4% | -0.2% |
| 3M | -3.6% | -33.7% | +30.1% | -1.1% |
| 6M | +23.7% | -50.7% | +74.4% | +28.1% |
| YTD | +22.9% | +0.4% | +22.5% | +19.4% |
| 1Y | +21.8% | -27.6% | +49.4% | +21.0% |
| All | +21.8% | -14.2% | +35.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling