-100.0%
RCAT vs MDY
+895.8%
-995.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +7.2% | +0.2% | +7.1% | +7.7% |
| 30D | -20.4% | +2.1% | -22.6% | -20.8% |
| 3M | -59.8% | -3.6% | -56.1% | -58.6% |
| 6M | -61.9% | +1.7% | -63.5% | -61.6% |
| YTD | -45.9% | +13.8% | -59.7% | -48.2% |
| 1Y | -50.5% | +15.5% | -66.0% | -52.7% |
| 3Y | +387.5% | +58.3% | +329.2% | +321.9% |
| 5Y | +70.9% | +37.4% | +33.5% | +56.3% |
| 10Y | -99.7% | +171.0% | -270.7% | -99.8% |
| All | -100.0% | +895.8% | -995.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling