+3.0%
MDLZ vs RIO
+70.7%
-67.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.6% |
| 7D | 0.0% | +1.9% | -1.9% | +0.1% |
| 30D | -1.6% | +5.0% | -6.5% | -1.4% |
| 3M | +0.9% | +5.1% | -4.2% | +1.4% |
| 6M | +7.3% | +17.6% | -10.3% | +7.6% |
| YTD | +16.4% | +36.3% | -19.8% | +20.2% |
| 1Y | +3.0% | +71.2% | -68.2% | +14.0% |
| All | +3.0% | +70.7% | -67.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling