+92.2%
MDLZ vs RGEN
+508.6%
-416.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | +10.0% | +2.9% | +7.1% | +9.6% |
| 3M | +7.1% | +9.2% | -2.1% | +5.9% |
| 6M | +9.8% | +44.9% | -35.1% | +5.8% |
| YTD | +26.6% | +9.2% | +17.4% | +24.6% |
| 1Y | +20.3% | +25.3% | -5.0% | +16.9% |
| 3Y | +5.4% | +21.7% | -16.3% | +0.3% |
| 5Y | +22.2% | -34.5% | +56.7% | +20.8% |
| 10Y | +92.2% | +478.9% | -386.7% | +50.4% |
| All | +92.2% | +508.6% | -416.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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