+20.9%
MDLZ vs ROIV
+91.0%
-70.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.3% |
| 7D | -0.4% | +9.2% | -9.6% | -0.1% |
| 30D | +8.2% | +19.9% | -11.7% | +8.9% |
| 3M | +8.0% | +10.6% | -2.6% | +8.5% |
| 6M | +9.7% | +36.1% | -26.3% | +10.7% |
| YTD | +26.9% | +84.3% | -57.4% | +29.4% |
| 1Y | +20.9% | +87.6% | -66.7% | +22.6% |
| All | +20.9% | +91.0% | -70.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling