+73.0%
MDLZ vs RACE
+647.6%
-574.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.2% |
| 30D | -2.1% | +0.8% | -2.9% | -2.3% |
| 3M | +1.3% | +17.2% | -15.8% | -2.5% |
| 6M | +6.2% | +13.6% | -7.4% | +2.6% |
| YTD | +15.8% | +12.2% | +3.6% | +11.9% |
| 1Y | +4.1% | -16.3% | +20.4% | +7.1% |
| 3Y | -4.1% | +36.4% | -40.5% | -15.0% |
| 5Y | +13.4% | +95.0% | -81.6% | -10.6% |
| 10Y | +75.7% | +813.2% | -737.5% | -6.8% |
| All | +73.0% | +647.6% | -574.6% | -8.0% |
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