+22.2%
MDLZ vs ROIV
+378.2%
-356.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.4% |
| 7D | +1.7% | +5.3% | -3.7% | +1.5% |
| 30D | +11.2% | +11.9% | -0.7% | +10.8% |
| 3M | +6.1% | +10.7% | -4.6% | +5.7% |
| 6M | +8.6% | +34.9% | -26.4% | +7.3% |
| YTD | +25.8% | +79.2% | -53.3% | +23.0% |
| 1Y | +21.7% | +89.0% | -67.3% | +18.6% |
| 3Y | +5.8% | +337.3% | -331.5% | -0.3% |
| All | +22.2% | +378.2% | -356.1% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling