+23.0%
MDLZ vs RBA
+45.7%
-22.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | +7.9% | +8.3% | -0.4% | +7.2% |
| 3M | +7.3% | +10.5% | -3.3% | +6.3% |
| 6M | +11.7% | -5.9% | +17.6% | +11.7% |
| YTD | +28.7% | -6.9% | +35.6% | +28.6% |
| 1Y | +22.8% | -4.9% | +27.6% | +22.4% |
| 3Y | +6.6% | +64.5% | -57.9% | +1.3% |
| All | +23.0% | +45.7% | -22.7% | +19.9% |
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