+102.0%
MDLZ vs RBA
+225.5%
-123.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.7% |
| 30D | +10.1% | +12.0% | -1.9% | +8.1% |
| 3M | +9.1% | +2.9% | +6.2% | +8.4% |
| 6M | +10.0% | -6.3% | +16.2% | +10.4% |
| YTD | +26.8% | -5.9% | +32.7% | +26.7% |
| 1Y | +22.5% | -3.9% | +26.4% | +21.9% |
| 3Y | +5.3% | +64.9% | -59.6% | -6.1% |
| 5Y | +21.4% | +48.5% | -27.0% | +8.6% |
| 10Y | +102.0% | +211.8% | -109.8% | +40.1% |
| All | +102.0% | +225.5% | -123.4% | +40.1% |
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