+608.1%
MTUM vs RCAT
-99.9%
+708.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | +4.1% | +5.4% | -1.3% | +4.1% |
| 30D | -0.2% | -5.6% | +5.4% | -0.2% |
| 3M | -1.9% | -30.2% | +28.3% | -1.7% |
| 6M | +28.1% | -43.4% | +71.5% | +28.4% |
| YTD | +23.6% | +9.6% | +13.9% | +23.3% |
| 1Y | +26.1% | -2.0% | +28.1% | +25.8% |
| 3Y | +116.8% | +825.0% | -708.2% | +113.1% |
| 5Y | +80.0% | +199.8% | -119.8% | +77.2% |
| 10Y | +346.4% | -98.4% | +444.8% | +326.3% |
| All | +608.1% | -99.9% | +708.0% | +551.3% |
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