+22.3%
MDLZ vs RL
+22.3%
0.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.4% |
| 7D | +0.1% | +0.2% | -0.2% | +0.1% |
| 30D | +10.0% | +7.3% | +2.6% | +9.7% |
| 3M | +7.1% | +1.0% | +6.0% | +7.1% |
| 6M | +9.8% | +11.8% | -2.0% | +9.3% |
| YTD | +26.6% | +13.6% | +13.0% | +24.3% |
| All | +22.3% | +22.3% | 0.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling