-6.0%
MTZ vs RCAT
-53.5%
+47.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.4% | -2.8% | +6.6% |
| 7D | -2.4% | +1.1% | -3.6% | -2.9% |
| 30D | -11.1% | -22.0% | +10.9% | -8.4% |
| 3M | -30.6% | -51.1% | +20.5% | -24.0% |
| 6M | -54.4% | -56.6% | +2.2% | -50.3% |
| YTD | -13.0% | -43.3% | +30.2% | -14.8% |
| All | -6.0% | -53.5% | +47.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling