+502.4%
MDLZ vs RCL
+2,238.4%
-1,736.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.7% | +6.5% | -4.8% | +0.9% |
| 30D | +11.2% | +15.9% | -4.7% | +9.3% |
| 3M | +6.1% | +2.7% | +3.5% | +5.6% |
| 6M | +8.6% | +15.2% | -6.7% | +6.3% |
| YTD | +25.8% | +19.2% | +6.6% | +21.9% |
| 1Y | +21.7% | +31.6% | -9.9% | +16.3% |
| 3Y | +5.8% | +274.2% | -268.4% | -12.4% |
| 5Y | +21.4% | +250.1% | -228.7% | -2.1% |
| 10Y | +97.2% | +388.4% | -291.2% | +37.7% |
| All | +502.4% | +2,238.4% | -1,736.0% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling