+454.2%
MDLZ vs RIO
+2,153.9%
-1,699.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | +4.0% | -6.1% | -2.7% |
| 3M | +1.3% | +0.1% | +1.2% | +1.0% |
| 6M | +6.2% | +12.7% | -6.5% | +3.8% |
| YTD | +15.8% | +35.6% | -19.8% | +9.9% |
| 1Y | +4.1% | +73.7% | -69.6% | -4.9% |
| 3Y | -4.1% | +93.3% | -97.4% | -14.5% |
| 5Y | +13.4% | +92.4% | -79.1% | -0.4% |
| 10Y | +75.7% | +606.9% | -531.2% | +24.3% |
| All | +454.2% | +2,153.9% | -1,699.6% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling