+28.8%
MDLZ vs RKT
-7.0%
+35.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.7% | +2.1% | -3.8% | -1.9% |
| 30D | -2.1% | +1.4% | -3.6% | -2.2% |
| 3M | +1.3% | +6.3% | -5.0% | +0.7% |
| 6M | +6.2% | -15.5% | +21.7% | +6.7% |
| YTD | +15.8% | -27.4% | +43.2% | +17.0% |
| 1Y | +4.1% | -26.6% | +30.7% | +4.9% |
| 3Y | -4.1% | +41.2% | -45.3% | -7.7% |
| 5Y | +13.4% | -6.4% | +19.8% | +8.3% |
| All | +28.8% | -7.0% | +35.8% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling