+454.2%
MDLZ vs RMD
+2,031.0%
-1,576.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -5.0% | +3.3% | -0.7% |
| 30D | -2.1% | +2.2% | -4.3% | -2.6% |
| 3M | +1.3% | +17.8% | -16.5% | -2.1% |
| 6M | +6.2% | -11.3% | +17.5% | +8.3% |
| YTD | +15.8% | -4.4% | +20.2% | +16.1% |
| 1Y | +4.1% | -15.7% | +19.8% | +6.9% |
| 3Y | -4.1% | +47.7% | -51.8% | -14.2% |
| 5Y | +13.4% | -19.2% | +32.6% | +13.2% |
| 10Y | +75.7% | +280.4% | -204.7% | +27.4% |
| All | +454.2% | +2,031.0% | -1,576.8% | +183.8% |
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