+41.4%
MDLZ vs RKT
-4.5%
+45.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.0% | -3.8% | +2.8% | -0.8% |
| 30D | +7.9% | +32.8% | -24.9% | +6.2% |
| 3M | +8.9% | +0.8% | +8.1% | +8.7% |
| 6M | +10.5% | -2.6% | +13.1% | +10.2% |
| YTD | +27.1% | -25.4% | +52.6% | +28.1% |
| 1Y | +20.9% | -19.1% | +40.0% | +21.2% |
| 3Y | +5.5% | +83.2% | -77.6% | +0.3% |
| 5Y | +22.2% | +0.8% | +21.4% | +16.4% |
| All | +41.4% | -4.5% | +45.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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