-100.0%
RCAT vs MDY
+891.4%
-991.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +9.7% |
| 7D | +1.1% | +0.7% | +0.4% | +1.2% |
| 30D | -22.0% | +1.3% | -23.3% | -22.1% |
| 3M | -51.1% | -4.1% | -47.1% | -49.7% |
| 6M | -56.6% | +1.0% | -57.6% | -56.2% |
| YTD | -43.3% | +13.3% | -56.6% | -45.5% |
| 1Y | -51.5% | +15.7% | -67.2% | -53.7% |
| 3Y | +411.4% | +59.6% | +351.8% | +341.4% |
| 5Y | +74.4% | +36.3% | +38.1% | +60.0% |
| 10Y | -99.6% | +173.6% | -273.2% | -99.7% |
| All | -100.0% | +891.4% | -991.4% | -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