+454.2%
MDLZ vs RMBS
+602.8%
-148.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -2.1% | -12.2% | +10.1% | -1.7% |
| 3M | +1.3% | -49.5% | +50.9% | +3.7% |
| 6M | +6.2% | -7.1% | +13.3% | +5.4% |
| YTD | +15.8% | -7.0% | +22.8% | +14.5% |
| 1Y | +4.1% | +13.3% | -9.2% | +1.6% |
| 3Y | -4.1% | +49.2% | -53.3% | -9.2% |
| 5Y | +13.4% | +250.0% | -236.6% | +1.9% |
| 10Y | +75.7% | +495.1% | -419.4% | +52.1% |
| All | +454.2% | +602.8% | -148.6% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling