+41.1%
MDLZ vs RKT
-4.5%
+45.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.4% |
| 7D | +2.2% | +4.6% | -2.5% | +1.9% |
| 30D | +10.1% | +25.9% | -15.7% | +8.7% |
| 3M | +9.1% | +5.0% | +4.1% | +8.6% |
| 6M | +10.0% | -7.9% | +17.9% | +10.0% |
| YTD | +26.8% | -25.4% | +52.2% | +27.8% |
| 1Y | +22.5% | -15.4% | +37.9% | +22.5% |
| 3Y | +5.3% | +83.3% | -78.0% | 0.0% |
| 5Y | +21.4% | -0.8% | +22.2% | +15.7% |
| All | +41.1% | -4.5% | +45.5% | +32.7% |
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