-3.7%
MDLZ vs RNG
+120.7%
-124.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +0.6% |
| 7D | 0.0% | -0.8% | +0.9% | 0.0% |
| 30D | -1.6% | +11.4% | -13.0% | -1.7% |
| 3M | +0.9% | +72.1% | -71.2% | +0.4% |
| 6M | +7.3% | +67.9% | -60.6% | +6.8% |
| YTD | +16.4% | +144.3% | -127.9% | +15.2% |
| 1Y | +3.0% | +117.5% | -114.6% | +2.0% |
| 3Y | -3.7% | +123.9% | -127.6% | -6.3% |
| All | -3.7% | +120.7% | -124.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling