+303.5%
MXL vs RCAT
-2.3%
+305.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -7.0% | -3.3% | -3.6% | -6.4% |
| 3M | -33.4% | -43.2% | +9.8% | -29.8% |
| 6M | +260.2% | -43.2% | +303.3% | +277.3% |
| YTD | +260.0% | +5.5% | +254.4% | +237.8% |
| 1Y | +303.5% | -1.6% | +305.1% | +290.1% |
| All | +303.5% | -2.3% | +305.8% | +290.1% |
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 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