+4.1%
MDLZ vs RCAT
-2.3%
+6.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.8% |
| 30D | -2.1% | -3.3% | +1.2% | -2.1% |
| 3M | +1.3% | -43.2% | +44.5% | +1.0% |
| 6M | +6.2% | -43.2% | +49.4% | +5.9% |
| YTD | +15.8% | +5.5% | +10.2% | +15.4% |
| 1Y | +4.1% | -1.6% | +5.8% | +4.4% |
| All | +4.1% | -2.3% | +6.5% | +4.4% |
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