+274.2%
MXL vs RCAT
-98.5%
+372.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +16.6% | -5.4% | +22.0% | +16.7% |
| 30D | +0.5% | -24.2% | +24.7% | +0.9% |
| 3M | -3.6% | -25.8% | +22.2% | -3.2% |
| 6M | +328.0% | -44.9% | +372.9% | +330.7% |
| YTD | +297.8% | +1.9% | +295.9% | +296.6% |
| 1Y | +339.4% | -5.2% | +344.6% | +337.7% |
| 3Y | +201.7% | +759.6% | -557.8% | +191.7% |
| 5Y | +32.8% | +187.5% | -154.8% | +28.8% |
| All | +274.2% | -98.5% | +372.7% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling