+22.2%
MDLZ vs RBA
+37.7%
-15.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.3% |
| 30D | +11.2% | +16.3% | -5.1% | +9.9% |
| 3M | +6.1% | +1.3% | +4.8% | +5.9% |
| 6M | +8.6% | -11.1% | +19.6% | +9.1% |
| YTD | +25.8% | -8.5% | +34.3% | +25.9% |
| 1Y | +21.7% | -2.1% | +23.8% | +20.9% |
| 3Y | +5.8% | +44.6% | -38.8% | +1.6% |
| All | +22.2% | +37.7% | -15.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling