+33.4%
MDLZ vs ROIV
+287.3%
-254.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.5% |
| 7D | +0.1% | +13.3% | -13.2% | -0.3% |
| 30D | +10.0% | +14.8% | -4.8% | +9.5% |
| 3M | +7.1% | +11.9% | -4.9% | +6.6% |
| 6M | +9.8% | +42.4% | -32.6% | +8.5% |
| YTD | +26.6% | +87.4% | -60.8% | +23.9% |
| 1Y | +20.3% | +97.2% | -76.9% | +17.4% |
| 3Y | +5.4% | +375.7% | -370.3% | -0.4% |
| 5Y | +22.2% | +379.0% | -356.8% | +11.1% |
| All | +33.4% | +287.3% | -254.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling