+5.8%
MDLZ vs RL
+240.1%
-234.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.7% | -4.2% | +5.8% | +1.7% |
| 30D | +11.2% | +4.3% | +6.9% | +11.2% |
| 3M | +6.1% | -4.6% | +10.7% | +6.2% |
| 6M | +8.6% | +1.7% | +6.8% | +8.5% |
| YTD | +25.8% | +7.3% | +18.5% | +25.7% |
| 1Y | +21.7% | +20.8% | +0.9% | +21.5% |
| 3Y | +5.8% | +247.0% | -241.2% | +5.2% |
| All | +5.8% | +240.1% | -234.2% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling