+452.7%
MDLZ vs RCAT
-100.0%
+552.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.2% |
| 7D | -0.4% | +15.6% | -16.0% | -0.4% |
| 30D | +8.2% | -24.1% | +32.3% | +8.2% |
| 3M | +8.0% | -61.9% | +69.9% | +8.1% |
| 6M | +9.7% | -64.3% | +74.1% | +9.8% |
| YTD | +26.9% | -50.4% | +77.3% | +26.9% |
| 1Y | +20.9% | -54.0% | +74.9% | +20.9% |
| 3Y | +5.3% | +347.2% | -341.8% | +5.0% |
| 5Y | +21.4% | +45.7% | -24.4% | +21.0% |
| 10Y | +105.7% | -99.7% | +205.4% | +103.3% |
| All | +452.7% | -100.0% | +552.7% | +455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling