+92.2%
MDLZ vs RIG
-46.5%
+138.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.7% |
| 7D | +0.1% | -17.0% | +17.1% | +0.7% |
| 30D | +10.0% | -6.2% | +16.2% | +10.1% |
| 3M | +7.1% | -1.7% | +8.8% | +6.9% |
| 6M | +9.8% | -19.2% | +29.0% | +10.4% |
| YTD | +26.6% | +25.2% | +1.5% | +25.0% |
| 1Y | +20.3% | +29.9% | -9.6% | +18.5% |
| 3Y | +5.4% | -21.3% | +26.7% | +4.7% |
| 5Y | +22.2% | +40.5% | -18.3% | +15.8% |
| 10Y | +92.2% | -49.6% | +141.7% | +78.6% |
| All | +92.2% | -46.5% | +138.6% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling