-57.8%
RCAT vs MDY
+17.5%
-75.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.6% | -10.9% | -12.1% |
| 7D | -18.5% | +1.7% | -20.2% | -22.6% |
| 30D | -37.0% | +1.2% | -38.2% | -39.0% |
| 3M | -54.9% | -3.5% | -51.4% | -49.4% |
| 6M | -63.6% | +3.5% | -67.2% | -66.4% |
| YTD | -49.6% | +13.6% | -63.2% | -68.1% |
| 1Y | -57.8% | +17.1% | -74.9% | -75.5% |
| All | -57.8% | +17.5% | -75.3% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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