+454.2%
MDLZ vs RF
+183.5%
+270.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -2.1% | -3.6% | +1.5% | -1.7% |
| 3M | +1.3% | +8.1% | -6.8% | +0.3% |
| 6M | +6.2% | +11.5% | -5.3% | +4.7% |
| YTD | +15.8% | +15.6% | +0.2% | +13.4% |
| 1Y | +4.1% | +15.7% | -11.6% | +1.9% |
| 3Y | -4.1% | +86.9% | -91.0% | -12.6% |
| 5Y | +13.4% | +89.8% | -76.5% | +1.9% |
| 10Y | +75.7% | +344.7% | -268.9% | +37.2% |
| All | +454.2% | +183.5% | +270.8% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling