+77.3%
MTUM vs RCAT
+177.7%
-100.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +1.2% | -5.4% | +6.6% | +1.5% |
| 30D | -1.7% | -24.2% | +22.5% | -0.3% |
| 3M | -0.5% | -25.8% | +25.4% | +0.6% |
| 6M | +22.3% | -44.9% | +67.3% | +24.5% |
| YTD | +21.4% | +1.9% | +19.5% | +19.5% |
| 1Y | +20.0% | -5.2% | +25.2% | +17.6% |
| 3Y | +113.0% | +759.6% | -646.6% | +88.3% |
| 5Y | +77.3% | +187.5% | -110.3% | +59.0% |
| All | +77.3% | +177.7% | -100.4% | +59.0% |
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 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