+404.4%
MDLZ vs RCAT
-100.0%
+504.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -2.1% | -3.3% | +1.2% | -2.1% |
| 3M | +1.3% | -43.2% | +44.5% | +1.4% |
| 6M | +6.2% | -43.2% | +49.4% | +6.2% |
| YTD | +15.8% | +5.5% | +10.2% | +15.7% |
| 1Y | +4.1% | -1.6% | +5.8% | +4.1% |
| 3Y | -4.1% | +773.7% | -777.8% | -4.4% |
| 5Y | +13.4% | +187.6% | -174.3% | +13.0% |
| 10Y | +75.7% | -98.5% | +174.2% | +73.5% |
| All | +404.4% | -100.0% | +504.4% | +406.9% |
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