+81.8%
MDLZ vs RNG
+223.4%
-141.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.7% | -9.6% | +11.2% | +2.3% |
| 30D | +1.1% | +8.8% | -7.7% | +0.5% |
| 3M | -1.8% | +78.6% | -80.5% | -5.6% |
| 6M | +12.3% | +70.3% | -58.0% | +7.9% |
| YTD | +18.0% | +140.3% | -122.3% | +10.1% |
| 1Y | +3.8% | +126.6% | -122.8% | -2.9% |
| 3Y | -2.4% | +120.2% | -122.6% | -10.3% |
| 5Y | +18.4% | -68.3% | +86.7% | +25.0% |
| All | +81.8% | +223.4% | -141.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling