+33.9%
MDLZ vs ROIV
+298.6%
-264.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -1.0% | +9.5% | -10.5% | -1.3% |
| 30D | +7.9% | +21.0% | -13.0% | +7.4% |
| 3M | +8.9% | +18.7% | -9.8% | +8.3% |
| 6M | +10.5% | +44.5% | -34.0% | +9.1% |
| YTD | +27.1% | +92.9% | -65.7% | +24.2% |
| 1Y | +20.9% | +100.2% | -79.3% | +18.0% |
| 3Y | +5.5% | +375.0% | -369.5% | -0.3% |
| 5Y | +22.2% | +435.2% | -412.9% | +11.1% |
| All | +33.9% | +298.6% | -264.7% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling