+442.2%
MTZ vs RCAT
-99.6%
+541.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -4.3% |
| 7D | -8.7% | -5.6% | -3.1% | -8.7% |
| 30D | -15.0% | -27.0% | +12.1% | -14.8% |
| 3M | -32.6% | -57.9% | +25.3% | -32.2% |
| 6M | -56.3% | -59.4% | +3.1% | -56.1% |
| YTD | -16.8% | -46.9% | +30.1% | -16.6% |
| 1Y | -10.0% | -54.0% | +44.0% | -9.7% |
| 3Y | +267.1% | +378.4% | -111.3% | +263.9% |
| 5Y | +89.9% | +61.9% | +27.9% | +88.5% |
| 10Y | +442.2% | -99.6% | +541.9% | +454.6% |
| All | +442.2% | -99.6% | +541.9% | +454.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling