-3.7%
MDLZ vs RMBS
+55.1%
-58.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | 0.0% | +3.0% | -2.9% | +0.2% |
| 30D | -1.6% | -14.4% | +12.8% | -2.2% |
| 3M | +0.9% | -42.8% | +43.7% | -0.7% |
| 6M | +7.3% | -1.4% | +8.7% | +7.4% |
| YTD | +16.4% | -5.4% | +21.9% | +16.4% |
| 1Y | +3.0% | +18.6% | -15.6% | +3.7% |
| 3Y | -3.7% | +57.3% | -61.0% | -3.0% |
| All | -3.7% | +55.1% | -58.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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