-4.3%
MTZ vs RCAT
-51.9%
+47.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.3% |
| 7D | +12.9% | +7.2% | +5.6% | +11.2% |
| 30D | -8.5% | -20.4% | +11.9% | -5.9% |
| 3M | -30.6% | -59.8% | +29.1% | -21.8% |
| 6M | -55.1% | -61.9% | +6.8% | -50.2% |
| YTD | -13.0% | -45.9% | +32.9% | -13.9% |
| 1Y | -4.3% | -50.5% | +46.3% | -4.5% |
| All | -4.3% | -51.9% | +47.6% | -4.5% |
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