+22.3%
MDLZ vs RCL
+32.4%
-10.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.6% |
| 7D | +0.1% | +5.0% | -4.9% | 0.0% |
| 30D | +10.0% | +19.4% | -9.4% | +10.1% |
| 3M | +7.1% | +5.9% | +1.1% | +7.3% |
| 6M | +9.8% | +23.8% | -14.0% | +10.3% |
| YTD | +26.6% | +22.8% | +3.8% | +26.0% |
| All | +22.3% | +32.4% | -10.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling