+107.6%
MDLZ vs RL
+337.1%
-229.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +2.3% | +2.6% | -0.3% | +2.0% |
| 30D | +7.9% | +2.9% | +5.0% | +7.5% |
| 3M | +7.3% | 0.0% | +7.2% | +7.1% |
| 6M | +11.7% | +17.1% | -5.4% | +9.2% |
| YTD | +28.7% | +10.1% | +18.6% | +26.5% |
| 1Y | +22.8% | +17.3% | +5.5% | +19.6% |
| 3Y | +6.6% | +249.3% | -242.7% | -12.0% |
| 5Y | +23.2% | +240.9% | -217.7% | +0.2% |
| All | +107.6% | +337.1% | -229.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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