-5.5%
MDLZ vs RBRK
+130.3%
-135.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | -3.5% | +5.2% | +1.4% |
| 30D | +1.1% | -8.3% | +9.4% | +0.7% |
| 3M | -1.8% | +24.7% | -26.5% | 0.0% |
| 6M | +12.3% | +58.9% | -46.6% | +16.7% |
| YTD | +18.0% | +16.3% | +1.8% | +20.9% |
| 1Y | +3.8% | +10.1% | -6.3% | +6.3% |
| All | -5.5% | +130.3% | -135.8% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling