+21.4%
MDLZ vs RACE
+69.7%
-48.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.2% | +0.2% | +1.9% | +2.2% |
| 30D | +10.1% | +6.6% | +3.5% | +9.1% |
| 3M | +9.1% | +2.2% | +6.9% | +8.7% |
| 6M | +10.0% | +22.4% | -12.4% | +6.3% |
| YTD | +26.8% | +13.8% | +13.0% | +23.7% |
| 1Y | +22.5% | +2.2% | +20.3% | +21.6% |
| 3Y | +5.3% | +25.6% | -20.3% | -3.1% |
| 5Y | +21.4% | +71.0% | -49.5% | -3.4% |
| All | +21.4% | +69.7% | -48.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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