+3.2%
MDLZ vs RNG
+116.0%
-112.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -4.1% | +4.0% | 0.0% |
| 30D | +1.4% | +8.6% | -7.2% | +1.4% |
| 3M | 0.0% | +78.0% | -77.9% | +0.3% |
| 6M | +9.1% | +67.0% | -57.9% | +9.6% |
| YTD | +17.9% | +142.4% | -124.5% | +18.4% |
| 1Y | +3.2% | +120.4% | -117.2% | +3.3% |
| All | +3.2% | +116.0% | -112.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling