+297.0%
MXL vs RCAT
-59.1%
+356.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -10.3% | -0.8% | -8.7% |
| 7D | -24.3% | -18.5% | -5.8% | -20.5% |
| 30D | -46.1% | -37.0% | -9.2% | -40.2% |
| 3M | -21.8% | -54.9% | +33.0% | -7.9% |
| 6M | -27.2% | -63.6% | +36.4% | -11.9% |
| YTD | +226.2% | -49.6% | +275.7% | +242.3% |
| 1Y | +297.0% | -57.8% | +354.8% | +340.7% |
| All | +297.0% | -59.1% | +356.1% | +340.7% |
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