+492.6%
MTZ vs RCAT
-99.6%
+592.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.4% | -2.8% | +8.5% |
| 7D | -2.4% | +1.1% | -3.6% | -2.4% |
| 30D | -11.1% | -22.0% | +10.9% | -10.9% |
| 3M | -30.6% | -51.1% | +20.5% | -30.3% |
| 6M | -54.4% | -56.6% | +2.2% | -54.1% |
| YTD | -13.0% | -43.3% | +30.2% | -12.8% |
| 1Y | -5.7% | -51.5% | +45.8% | -5.4% |
| 3Y | +297.2% | +411.4% | -114.2% | +293.4% |
| 5Y | +95.9% | +74.4% | +21.5% | +94.3% |
| 10Y | +492.6% | -99.6% | +592.2% | +505.4% |
| All | +492.6% | -99.6% | +592.2% | +505.4% |
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