+90.0%
MDLZ vs RCAT
-99.8%
+189.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.8% | -1.2% |
| 7D | +1.7% | -12.7% | +14.4% | +1.7% |
| 30D | +11.2% | -34.3% | +45.5% | +11.2% |
| 3M | +6.1% | -53.4% | +59.5% | +6.2% |
| 6M | +8.6% | -62.0% | +70.5% | +8.6% |
| YTD | +25.8% | -49.1% | +74.9% | +25.8% |
| 1Y | +21.7% | -53.1% | +74.8% | +21.6% |
| 3Y | +5.8% | +318.7% | -312.8% | +5.2% |
| 5Y | +21.4% | +48.5% | -27.1% | +20.8% |
| All | +90.0% | -99.8% | +189.8% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling