+21.2%
MDLZ vs RNG
+174.3%
-153.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.3% |
| 7D | -1.0% | -3.5% | +2.5% | -1.0% |
| 30D | +7.9% | -3.8% | +11.7% | +7.8% |
| 3M | +8.9% | +18.6% | -9.6% | +8.7% |
| 6M | +10.5% | +69.2% | -58.7% | +10.4% |
| YTD | +27.1% | +161.9% | -134.7% | +28.0% |
| All | +21.2% | +174.3% | -153.2% | +20.6% |
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