+23.0%
MDLZ vs REPL
-35.0%
+58.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | +7.9% | +92.2% | -84.2% | +8.5% |
| 3M | +7.3% | +44.1% | -36.9% | +7.6% |
| 6M | +11.7% | +313.0% | -301.3% | +13.2% |
| YTD | +28.7% | +125.2% | -96.5% | +30.2% |
| 1Y | +22.8% | +143.8% | -121.0% | +24.3% |
| 3Y | +6.6% | +104.2% | -97.6% | +6.7% |
| All | +23.0% | -35.0% | +58.0% | +21.0% |
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