+40.0%
MDLZ vs RKT
-0.4%
+40.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +1.7% | +17.7% | -16.0% | +0.7% |
| 30D | +11.2% | +31.6% | -20.5% | +9.5% |
| 3M | +6.1% | +13.9% | -7.8% | +5.2% |
| 6M | +8.6% | +2.8% | +5.8% | +7.9% |
| YTD | +25.8% | -22.2% | +48.1% | +26.5% |
| 1Y | +21.7% | -3.5% | +25.2% | +20.8% |
| 3Y | +5.8% | +95.3% | -89.5% | +0.2% |
| 5Y | +21.4% | -0.4% | +21.8% | +15.5% |
| All | +40.0% | -0.4% | +40.4% | +31.3% |
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