+36.9%
MXL vs RCAT
+179.4%
-142.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.5% | +14.0% | +8.2% |
| 7D | +19.0% | -2.3% | +21.3% | +19.2% |
| 30D | +4.5% | -18.7% | +23.2% | +6.6% |
| 3M | -1.5% | -29.3% | +27.8% | +1.6% |
| 6M | +348.6% | -42.3% | +390.9% | +364.0% |
| YTD | +310.3% | +2.5% | +307.7% | +300.1% |
| 1Y | +344.7% | -5.7% | +350.4% | +331.4% |
| 3Y | +211.2% | +764.9% | -553.7% | +157.6% |
| All | +36.9% | +179.4% | -142.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling