-3.9%
MDLZ vs RCL
+179.1%
-183.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.7% | -5.1% | +3.4% | -1.7% |
| 30D | -2.1% | -19.0% | +16.9% | -1.9% |
| 3M | +1.3% | -9.6% | +10.9% | +1.5% |
| 6M | +6.2% | -6.7% | +12.9% | +6.3% |
| YTD | +15.8% | -3.9% | +19.7% | +15.5% |
| 1Y | +4.1% | -25.1% | +29.2% | +4.1% |
| All | -3.9% | +179.1% | -183.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling