+507.1%
MDLZ vs RMD
+2,084.8%
-1,577.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +3.1% | -0.9% | +1.6% |
| 30D | +10.1% | +1.8% | +8.4% | +9.6% |
| 3M | +9.1% | +6.7% | +2.4% | +7.4% |
| 6M | +10.0% | +13.9% | -3.9% | +6.6% |
| YTD | +26.8% | -2.0% | +28.8% | +26.3% |
| 1Y | +22.5% | -5.4% | +27.9% | +22.8% |
| 3Y | +5.3% | +67.4% | -62.1% | -8.3% |
| 5Y | +21.4% | -5.7% | +27.2% | +17.3% |
| 10Y | +102.0% | +338.4% | -236.3% | +42.6% |
| All | +507.1% | +2,084.8% | -1,577.6% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling