+90.0%
MDLZ vs RBA
+224.6%
-134.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | +11.2% | +16.3% | -5.1% | +8.6% |
| 3M | +6.1% | +1.3% | +4.8% | +5.7% |
| 6M | +8.6% | -11.1% | +19.6% | +9.9% |
| YTD | +25.8% | -8.5% | +34.3% | +26.3% |
| 1Y | +21.7% | -2.1% | +23.8% | +20.6% |
| 3Y | +5.8% | +44.6% | -38.8% | -3.1% |
| 5Y | +21.4% | +36.8% | -15.4% | +10.8% |
| All | +90.0% | +224.6% | -134.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling