+957.9%
MU vs RCAT
+57.4%
+900.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.7% | -0.7% |
| 7D | +21.6% | +15.6% | +6.1% | +19.7% |
| 30D | -16.2% | -24.1% | +7.9% | -13.9% |
| 3M | -12.4% | -61.9% | +49.5% | -4.4% |
| 6M | +4.2% | -64.3% | +68.5% | +13.5% |
| YTD | +180.0% | -50.4% | +230.3% | +193.6% |
| 1Y | +226.4% | -54.0% | +280.4% | +242.8% |
| 3Y | +969.7% | +347.2% | +622.6% | +896.2% |
| 5Y | +957.9% | +45.7% | +912.2% | +907.1% |
| All | +957.9% | +57.4% | +900.5% | +907.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling