+507.3%
MDLZ vs RL
+1,883.4%
-1,376.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | +8.2% | +4.6% | +3.7% | +7.4% |
| 3M | +8.0% | -1.1% | +9.1% | +8.0% |
| 6M | +9.7% | +16.5% | -6.8% | +6.6% |
| YTD | +26.9% | +11.4% | +15.5% | +23.6% |
| 1Y | +20.9% | +16.1% | +4.8% | +17.0% |
| 3Y | +5.3% | +252.6% | -247.3% | -16.9% |
| 5Y | +21.4% | +244.9% | -223.5% | -5.7% |
| 10Y | +105.7% | +342.4% | -236.7% | +43.8% |
| All | +507.3% | +1,883.4% | -1,376.1% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling