+179.7%
MDLZ vs RNG
+343.0%
-163.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.4% | +2.3% | -2.7% | -0.5% |
| 30D | +8.2% | -3.4% | +11.6% | +8.3% |
| 3M | +8.0% | +20.9% | -12.9% | +6.3% |
| 6M | +9.7% | +82.2% | -72.5% | +4.6% |
| YTD | +26.9% | +164.6% | -137.8% | +16.6% |
| 1Y | +20.9% | +177.0% | -156.1% | +10.7% |
| 3Y | +5.3% | +177.4% | -172.1% | -5.6% |
| 5Y | +21.4% | -72.3% | +93.7% | +29.8% |
| 10Y | +105.7% | +238.9% | -133.2% | +64.7% |
| All | +179.7% | +343.0% | -163.3% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling