+454.2%
MDLZ vs RBA
+2,759.5%
-2,305.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -2.1% | -12.3% | +10.2% | -0.2% |
| 3M | +1.3% | -20.5% | +21.8% | +4.4% |
| 6M | +6.2% | -18.5% | +24.7% | +9.0% |
| YTD | +15.8% | -18.2% | +34.0% | +18.4% |
| 1Y | +4.1% | -27.5% | +31.6% | +8.3% |
| 3Y | -4.1% | +38.1% | -42.2% | -10.8% |
| 5Y | +13.4% | +44.8% | -31.4% | +2.7% |
| 10Y | +75.7% | +187.1% | -111.4% | +38.4% |
| All | +454.2% | +2,759.5% | -2,305.2% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling