+24.4%
MDLZ vs RIG
+43.0%
-18.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.6% | +11.1% | +3.6% |
| 7D | +8.9% | -18.8% | +27.7% | +9.3% |
| 30D | +15.2% | -1.1% | +16.3% | +14.9% |
| 3M | +9.5% | +4.4% | +5.1% | +8.8% |
| 6M | +11.7% | -20.8% | +32.5% | +12.9% |
| YTD | +28.4% | +32.0% | -3.5% | +26.4% |
| 1Y | +24.4% | +39.7% | -15.3% | +22.2% |
| All | +24.4% | +43.0% | -18.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling