+1,362.4%
MU vs RCAT
+762.9%
+599.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.1% |
| 30D | +13.8% | -3.3% | +17.2% | +13.9% |
| 3M | +2.1% | -43.2% | +45.3% | +7.4% |
| 6M | +153.8% | -43.2% | +197.0% | +163.5% |
| YTD | +256.4% | +5.5% | +250.8% | +247.0% |
| 1Y | +719.8% | -1.6% | +721.4% | +692.4% |
| All | +1,362.4% | +762.9% | +599.6% | +1,184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling