+24.4%
MDLZ vs RCAT
-59.1%
+83.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.3% | +13.8% | +3.0% |
| 7D | +8.9% | -18.5% | +27.4% | +8.0% |
| 30D | +15.2% | -37.0% | +52.2% | +13.3% |
| 3M | +9.5% | -54.9% | +64.4% | +6.5% |
| 6M | +11.7% | -63.6% | +75.3% | +8.6% |
| YTD | +28.4% | -49.6% | +78.0% | +23.2% |
| 1Y | +24.4% | -57.8% | +82.2% | +19.7% |
| All | +24.4% | -59.1% | +83.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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