+502.4%
MDLZ vs RGEN
+6,981.2%
-6,478.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.4% |
| 7D | +1.7% | -1.9% | +3.6% | +1.8% |
| 30D | +11.2% | +3.7% | +7.4% | +10.8% |
| 3M | +6.1% | +8.8% | -2.7% | +5.3% |
| 6M | +8.6% | +38.0% | -29.4% | +5.9% |
| YTD | +25.8% | +5.9% | +20.0% | +24.6% |
| 1Y | +21.7% | +19.7% | +2.0% | +19.4% |
| 3Y | +5.8% | +20.5% | -14.7% | +2.3% |
| 5Y | +21.4% | -35.0% | +56.4% | +19.8% |
| 10Y | +97.2% | +540.9% | -443.7% | +66.6% |
| All | +502.4% | +6,981.2% | -6,478.8% | +312.6% |
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