+2,132.3%
MTZ vs RCAT
-100.0%
+2,232.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.9% | +9.7% | -5.1% |
| 7D | -10.6% | -32.6% | +22.0% | -10.5% |
| 30D | -30.4% | -46.3% | +15.9% | -30.3% |
| 3M | -40.4% | -60.7% | +20.3% | -40.3% |
| 6M | -63.7% | -67.4% | +3.7% | -63.6% |
| YTD | -26.9% | -57.1% | +30.2% | -26.8% |
| 1Y | -20.2% | -63.8% | +43.6% | -20.0% |
| 3Y | +208.1% | +268.1% | -60.0% | +207.3% |
| 5Y | +69.4% | +25.2% | +44.2% | +69.0% |
| 10Y | +440.6% | -99.7% | +540.3% | +436.3% |
| All | +2,132.3% | -100.0% | +2,232.3% | +2,053.4% |
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 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