+102.0%
MDLZ vs RIO
+353.3%
-251.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.2% | +3.6% | -1.4% | +1.6% |
| 30D | +10.1% | -10.8% | +21.0% | +12.2% |
| 3M | +9.1% | -15.2% | +24.3% | +12.0% |
| 6M | +10.0% | -18.0% | +28.0% | +13.3% |
| YTD | +26.8% | +11.0% | +15.9% | +22.9% |
| 1Y | +22.5% | +26.4% | -3.9% | +15.6% |
| 3Y | +5.3% | +54.4% | -49.1% | -5.6% |
| 5Y | +21.4% | +98.1% | -76.6% | +0.3% |
| 10Y | +102.0% | +358.5% | -256.5% | +37.5% |
| All | +102.0% | +353.3% | -251.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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