+74.8%
MTZ vs RCAT
+46.9%
+27.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +18.6% | -9.1% | +8.2% |
| 7D | -6.4% | -12.7% | +6.3% | -5.6% |
| 30D | -22.1% | -34.3% | +12.3% | -19.9% |
| 3M | -32.7% | -53.4% | +20.7% | -29.3% |
| 6M | -59.8% | -62.0% | +2.1% | -57.6% |
| YTD | -19.9% | -49.1% | +29.1% | -17.8% |
| 1Y | -11.5% | -53.1% | +41.7% | -9.1% |
| 3Y | +258.1% | +318.7% | -60.6% | +245.1% |
| All | +74.8% | +46.9% | +27.9% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling