+2,106.9%
MU vs RCAT
-100.0%
+2,206.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.1% |
| 7D | -15.2% | -5.6% | -9.6% | -15.2% |
| 30D | -29.5% | -27.0% | -2.5% | -29.4% |
| 3M | -15.8% | -57.9% | +42.1% | -15.3% |
| 6M | -2.9% | -59.4% | +56.5% | -2.4% |
| YTD | +154.2% | -46.9% | +201.2% | +154.9% |
| 1Y | +186.6% | -54.0% | +240.6% | +187.5% |
| 3Y | +871.5% | +378.4% | +493.1% | +857.0% |
| 5Y | +911.7% | +61.9% | +849.8% | +899.0% |
| 10Y | +4,277.4% | -99.6% | +4,377.0% | +3,838.6% |
| All | +2,106.9% | -100.0% | +2,206.9% | +1,131.3% |
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