+155.3%
MDLZ vs RNG
+327.7%
-172.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -1.7% | +5.8% | -7.5% | -2.1% |
| 30D | -2.1% | +19.6% | -21.7% | -3.3% |
| 3M | +1.3% | +67.0% | -65.7% | -2.5% |
| 6M | +6.2% | +88.4% | -82.2% | +0.9% |
| YTD | +15.8% | +155.5% | -139.7% | +6.9% |
| 1Y | +4.1% | +141.7% | -137.6% | -3.6% |
| 3Y | -4.1% | +131.1% | -135.2% | -12.7% |
| 5Y | +13.4% | -70.6% | +83.9% | +20.0% |
| 10Y | +75.7% | +228.2% | -152.5% | +41.1% |
| All | +155.3% | +327.7% | -172.4% | +102.5% |
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