+9.1%
MDLZ vs RBRK
+57.6%
-48.5%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.0% |
| 7D | 0.0% | +1.9% | -1.9% | +0.1% |
| 30D | +1.4% | -9.3% | +10.7% | +1.0% |
| 3M | 0.0% | +23.8% | -23.8% | +3.2% |
| 6M | +9.1% | +55.4% | -46.2% | +18.1% |
| All | +9.1% | +57.6% | -48.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 6mo: compounded portfolio wealth divided by compounded RBRK 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…
6mo analysis · Full analysis span regression · 6 months rolling