+22.2%
MDLZ vs RMD
-5.3%
+27.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +1.7% | +2.3% | -0.7% | +1.3% |
| 30D | +11.2% | +4.1% | +7.1% | +10.3% |
| 3M | +6.1% | +5.7% | +0.4% | +5.0% |
| 6M | +8.6% | +12.9% | -4.3% | +6.1% |
| YTD | +25.8% | -1.5% | +27.4% | +25.2% |
| 1Y | +21.7% | -4.8% | +26.4% | +21.6% |
| 3Y | +5.8% | +57.5% | -51.7% | -5.5% |
| All | +22.2% | -5.3% | +27.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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