+21.4%
MDLZ vs RMBS
+240.0%
-218.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.2% | -8.4% | +10.6% | +2.0% |
| 30D | +10.1% | -24.9% | +35.0% | +9.7% |
| 3M | +9.1% | -15.8% | +24.9% | +8.9% |
| 6M | +10.0% | -37.5% | +47.5% | +9.5% |
| YTD | +26.8% | -12.1% | +39.0% | +25.7% |
| 1Y | +22.5% | -27.0% | +49.5% | +21.6% |
| 3Y | +5.3% | +28.8% | -23.5% | +2.6% |
| 5Y | +21.4% | +236.2% | -214.8% | +1.6% |
| All | +21.4% | +240.0% | -218.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling