+3,231.3%
MTZ vs RCAT
-100.0%
+3,331.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -11.1% | -3.3% | -7.7% | -11.1% |
| 3M | -36.7% | -43.2% | +6.5% | -36.6% |
| 6M | -21.9% | -43.2% | +21.2% | -21.9% |
| YTD | +9.1% | +5.5% | +3.6% | +9.0% |
| 1Y | +30.0% | -1.6% | +31.6% | +29.9% |
| 3Y | +138.5% | +773.7% | -635.2% | +137.3% |
| 5Y | +158.3% | +187.6% | -29.3% | +157.2% |
| 10Y | +700.8% | -98.5% | +799.2% | +692.4% |
| All | +3,231.3% | -100.0% | +3,331.3% | +3,107.2% |
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 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