+454.2%
MDLZ vs RGEN
+6,740.8%
-6,286.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | -2.1% | +5.7% | -7.8% | -2.5% |
| 3M | +1.3% | +32.4% | -31.1% | -0.6% |
| 6M | +6.2% | +33.2% | -27.0% | +3.9% |
| YTD | +15.8% | +2.3% | +13.5% | +15.1% |
| 1Y | +4.1% | +39.0% | -34.9% | +1.3% |
| 3Y | -4.1% | -4.6% | +0.5% | -5.9% |
| 5Y | +13.4% | -42.7% | +56.0% | +12.9% |
| 10Y | +75.7% | +433.6% | -357.8% | +50.2% |
| All | +454.2% | +6,740.8% | -6,286.6% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling