+508.6%
MDLZ vs RMBS
+602.0%
-93.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | 0.0% |
| 7D | -1.0% | +3.0% | -4.0% | -1.2% |
| 30D | +7.9% | -15.5% | +23.5% | +8.4% |
| 3M | +8.9% | -11.5% | +20.4% | +9.1% |
| 6M | +10.5% | -36.5% | +47.0% | +11.6% |
| YTD | +27.1% | -7.1% | +34.2% | +25.4% |
| 1Y | +20.9% | -18.7% | +39.6% | +19.9% |
| 3Y | +5.5% | +36.2% | -30.6% | +0.3% |
| 5Y | +22.2% | +252.0% | -229.8% | +9.5% |
| 10Y | +106.1% | +561.2% | -455.1% | +77.2% |
| All | +508.6% | +602.0% | -93.4% | +453.2% |
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