+2,345.2%
MTZ vs RCAT
-100.0%
+2,445.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +18.6% | -9.1% | +9.5% |
| 7D | -6.4% | -12.7% | +6.3% | -6.4% |
| 30D | -22.1% | -34.3% | +12.3% | -22.0% |
| 3M | -32.7% | -53.4% | +20.7% | -32.6% |
| 6M | -59.8% | -62.0% | +2.1% | -59.7% |
| YTD | -19.9% | -49.1% | +29.1% | -19.8% |
| 1Y | -11.5% | -53.1% | +41.7% | -11.4% |
| 3Y | +258.1% | +318.7% | -60.6% | +257.0% |
| 5Y | +85.5% | +48.5% | +37.0% | +85.0% |
| 10Y | +492.2% | -99.6% | +591.8% | +487.2% |
| All | +2,345.2% | -100.0% | +2,445.2% | +2,257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling