+21.4%
MDLZ vs RNG
-75.4%
+96.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +2.2% | -6.0% | +8.2% | +2.4% |
| 30D | +10.1% | -7.4% | +17.5% | +10.3% |
| 3M | +9.1% | +14.6% | -5.5% | +8.4% |
| 6M | +10.0% | +61.5% | -51.6% | +7.9% |
| YTD | +26.8% | +155.7% | -128.8% | +21.8% |
| 1Y | +22.5% | +172.5% | -150.0% | +17.3% |
| 3Y | +5.3% | +168.0% | -162.7% | -0.5% |
| 5Y | +21.4% | -73.8% | +95.2% | +23.4% |
| All | +21.4% | -75.4% | +96.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling