-4.6%
MDLZ vs RDW
+241.5%
-246.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.1% |
| 7D | +1.9% | +0.9% | +1.0% | +1.9% |
| 30D | +0.4% | -21.3% | +21.7% | +0.2% |
| 3M | -0.6% | -37.9% | +37.2% | -0.6% |
| 6M | +14.7% | +12.3% | +2.5% | +14.7% |
| YTD | +18.0% | +39.7% | -21.8% | +17.8% |
| 1Y | +4.1% | +25.7% | -21.6% | +3.9% |
| 3Y | -4.6% | +230.8% | -235.4% | -10.2% |
| All | -4.6% | +241.5% | -246.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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