+444.4%
MTZ vs RCAT
-99.7%
+544.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | +12.9% | +7.2% | +5.6% | +12.8% |
| 30D | -8.5% | -20.4% | +11.9% | -8.4% |
| 3M | -30.6% | -59.8% | +29.1% | -30.2% |
| 6M | -55.1% | -61.9% | +6.8% | -54.8% |
| YTD | -13.0% | -45.9% | +32.9% | -12.7% |
| 1Y | -4.3% | -50.5% | +46.3% | -4.0% |
| 3Y | +284.0% | +387.5% | -103.5% | +280.9% |
| 5Y | +97.7% | +70.9% | +26.7% | +96.3% |
| 10Y | +444.4% | -99.7% | +544.1% | +471.7% |
| All | +444.4% | -99.7% | +544.1% | +471.7% |
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 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