+257.8%
MXL vs RCAT
+347.2%
-89.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -0.5% |
| 7D | +33.1% | +15.6% | +17.5% | +30.7% |
| 30D | -33.5% | -24.1% | -9.4% | -30.8% |
| 3M | -20.7% | -61.9% | +41.2% | -11.2% |
| 6M | -35.9% | -64.3% | +28.5% | -28.2% |
| YTD | +238.3% | -50.4% | +288.6% | +258.9% |
| 1Y | +296.2% | -54.0% | +350.3% | +321.2% |
| All | +257.8% | +347.2% | -89.4% | +270.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling