+235.5%
MXL vs RCAT
-99.5%
+335.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.5% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -7.0% | -3.3% | -3.6% | -7.0% |
| 3M | -33.4% | -43.2% | +9.8% | -33.2% |
| 6M | +260.2% | -43.2% | +303.3% | +261.0% |
| YTD | +260.0% | +5.5% | +254.4% | +259.4% |
| 1Y | +303.5% | -1.6% | +305.1% | +302.7% |
| 3Y | +160.4% | +773.7% | -613.3% | +156.6% |
| 5Y | +14.7% | +187.6% | -172.9% | +13.2% |
| 10Y | +215.6% | -98.5% | +314.0% | +199.3% |
| All | +235.5% | -99.5% | +335.0% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling