+5.8%
MDLZ vs RIO
+49.3%
-43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +1.7% | +2.2% | -0.6% | +1.6% |
| 30D | +11.2% | -10.1% | +21.3% | +11.6% |
| 3M | +6.1% | -14.1% | +20.3% | +6.7% |
| 6M | +8.6% | -18.9% | +27.5% | +9.6% |
| YTD | +25.8% | +9.9% | +15.9% | +23.8% |
| 1Y | +21.7% | +27.0% | -5.3% | +18.1% |
| 3Y | +5.8% | +50.1% | -44.3% | +0.9% |
| All | +5.8% | +49.3% | -43.5% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling