+847.8%
MU vs RCAT
+46.9%
+800.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +18.6% | -13.5% | +3.2% |
| 7D | -22.0% | -12.7% | -9.3% | -20.9% |
| 30D | -36.6% | -34.3% | -2.3% | -34.0% |
| 3M | -21.7% | -53.4% | +31.7% | -16.2% |
| 6M | +3.5% | -62.0% | +65.5% | +12.2% |
| YTD | +141.9% | -49.1% | +191.0% | +153.1% |
| 1Y | +189.8% | -53.1% | +243.0% | +203.8% |
| 3Y | +855.4% | +318.7% | +536.7% | +788.4% |
| All | +847.8% | +46.9% | +800.9% | +823.6% |
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