+228.8%
MU vs RCAT
-54.8%
+283.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.7% |
| 7D | +12.8% | -5.9% | +18.7% | +14.4% |
| 30D | -14.9% | -19.7% | +4.8% | -10.5% |
| 3M | -18.0% | -62.9% | +44.8% | 0.0% |
| 6M | -3.1% | -59.6% | +56.5% | +15.3% |
| YTD | +172.9% | -52.1% | +225.0% | +194.7% |
| 1Y | +228.8% | -50.9% | +279.7% | +244.9% |
| All | +228.8% | -54.8% | +283.6% | +244.9% |
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