+5.8%
MDLZ vs REPL
+48.4%
-42.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.1% |
| 7D | +1.7% | +22.8% | -21.1% | +2.0% |
| 30D | +11.2% | +63.8% | -52.6% | +12.0% |
| 3M | +6.1% | +68.1% | -62.0% | +7.0% |
| 6M | +8.6% | +528.5% | -519.9% | +12.2% |
| YTD | +25.8% | +122.4% | -96.6% | +29.1% |
| 1Y | +21.7% | +154.4% | -132.7% | +25.1% |
| 3Y | +5.8% | +68.0% | -62.2% | +11.3% |
| All | +5.8% | +48.4% | -42.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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