+16.5%
MDLZ vs REPL
-54.3%
+70.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | -1.7% | -3.0% | +1.2% | -1.8% |
| 30D | -2.1% | +27.1% | -29.2% | -1.9% |
| 3M | +1.3% | +52.4% | -51.1% | +2.0% |
| 6M | +6.2% | +107.4% | -101.2% | +7.2% |
| YTD | +15.8% | +54.7% | -38.9% | +16.7% |
| 1Y | +4.1% | +158.9% | -154.7% | +5.5% |
| 3Y | -4.1% | -23.7% | +19.6% | -1.0% |
| All | +16.5% | -54.3% | +70.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling