+25.6%
MDLZ vs RDW
0.0%
+25.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.3% |
| 7D | 0.0% | +3.6% | -3.6% | 0.0% |
| 30D | +1.4% | -18.4% | +19.9% | +1.4% |
| 3M | 0.0% | -32.1% | +32.1% | +0.2% |
| 6M | +9.1% | +10.9% | -1.7% | +8.7% |
| YTD | +17.9% | +40.8% | -22.8% | +17.0% |
| 1Y | +3.2% | +31.1% | -27.9% | +2.3% |
| 3Y | -2.5% | +245.2% | -247.7% | -7.4% |
| 5Y | +17.6% | -16.7% | +34.3% | +12.8% |
| All | +25.6% | 0.0% | +25.6% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling