+102.0%
MDLZ vs RF
+248.4%
-146.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.2% | +0.3% | +1.8% | +2.1% |
| 30D | +10.1% | +6.2% | +4.0% | +9.1% |
| 3M | +9.1% | -7.8% | +16.9% | +10.5% |
| 6M | +10.0% | +5.9% | +4.0% | +8.8% |
| YTD | +26.8% | +9.0% | +17.8% | +24.5% |
| 1Y | +22.5% | +19.3% | +3.2% | +18.5% |
| 3Y | +5.3% | +116.4% | -111.2% | -9.9% |
| 5Y | +21.4% | +46.0% | -24.6% | +9.9% |
| 10Y | +102.0% | +239.8% | -137.7% | +53.2% |
| All | +102.0% | +248.4% | -146.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling