+5.8%
MDLZ vs RBA
+42.3%
-36.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.4% |
| 30D | +11.2% | +16.3% | -5.1% | +10.1% |
| 3M | +6.1% | +1.3% | +4.8% | +5.9% |
| 6M | +8.6% | -11.1% | +19.6% | +8.9% |
| YTD | +25.8% | -8.5% | +34.3% | +25.5% |
| 1Y | +21.7% | -2.1% | +23.8% | +20.5% |
| 3Y | +5.8% | +44.6% | -38.8% | +3.7% |
| All | +5.8% | +42.3% | -36.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling