+23.0%
MDLZ vs RCAT
+41.8%
-18.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.4% |
| 7D | +2.3% | -5.9% | +8.2% | +2.2% |
| 30D | +7.9% | -19.7% | +27.6% | +7.7% |
| 3M | +7.3% | -62.9% | +70.1% | +6.2% |
| 6M | +11.7% | -59.6% | +71.3% | +10.9% |
| YTD | +28.7% | -52.1% | +80.8% | +27.9% |
| 1Y | +22.8% | -50.9% | +73.7% | +22.0% |
| 3Y | +6.6% | +333.8% | -327.2% | +4.2% |
| All | +23.0% | +41.8% | -18.8% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling