-5.7%
RCAT vs MDY
+14.2%
-19.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -3.1% |
| 7D | -2.3% | -0.8% | -1.5% | +0.2% |
| 30D | -18.7% | -3.9% | -14.8% | -7.3% |
| 3M | -29.3% | 0.0% | -29.2% | -28.1% |
| 6M | -42.3% | +8.5% | -50.9% | -55.3% |
| YTD | +2.5% | +13.2% | -10.7% | -35.1% |
| 1Y | -5.7% | +15.0% | -20.7% | -41.1% |
| All | -5.7% | +14.2% | -19.9% | -41.1% |
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