+74.4%
RCAT vs MDY
+36.2%
+38.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +6.9% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | -22.0% | +1.3% | -23.3% | -22.4% |
| 3M | -51.1% | -4.1% | -47.1% | -47.5% |
| 6M | -56.6% | +1.0% | -57.6% | -55.8% |
| YTD | -43.3% | +13.3% | -56.6% | -49.4% |
| 1Y | -51.5% | +15.7% | -67.2% | -57.4% |
| 3Y | +411.4% | +59.6% | +351.8% | +265.4% |
| 5Y | +74.4% | +36.3% | +38.1% | +44.3% |
| All | +74.4% | +36.2% | +38.3% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling