+90.3%
MDLZ vs RACE
+670.3%
-580.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +6.9% | +5.7% | +1.2% | +5.6% |
| 30D | +12.1% | +9.3% | +2.8% | +9.9% |
| 3M | +7.7% | +3.8% | +3.9% | +6.7% |
| 6M | +10.8% | +29.8% | -19.0% | +4.0% |
| YTD | +27.4% | +15.6% | +11.8% | +22.2% |
| 1Y | +23.5% | +5.1% | +18.5% | +21.1% |
| 3Y | +6.2% | +30.8% | -24.6% | -4.6% |
| 5Y | +22.9% | +67.4% | -44.5% | +1.3% |
| 10Y | +99.6% | +793.6% | -694.0% | +6.3% |
| All | +90.3% | +670.3% | -580.0% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling