+102.0%
MDLZ vs RCAT
-99.6%
+201.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +2.2% | -5.6% | +7.8% | +2.2% |
| 30D | +10.1% | -27.0% | +37.2% | +10.2% |
| 3M | +9.1% | -57.9% | +67.0% | +9.2% |
| 6M | +10.0% | -59.4% | +69.4% | +10.0% |
| YTD | +26.8% | -46.9% | +73.7% | +26.8% |
| 1Y | +22.5% | -54.0% | +76.5% | +22.5% |
| 3Y | +5.3% | +378.4% | -373.1% | +4.6% |
| 5Y | +21.4% | +61.9% | -40.5% | +20.8% |
| 10Y | +102.0% | -99.6% | +201.7% | +107.6% |
| All | +102.0% | -99.6% | +201.7% | +107.6% |
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