+22.2%
MDLZ vs ROK
+25.9%
-3.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.4% |
| 7D | +0.1% | -11.5% | +11.6% | +0.8% |
| 30D | +10.0% | -10.0% | +20.0% | +10.6% |
| 3M | +7.1% | -11.4% | +18.5% | +7.8% |
| 6M | +9.8% | -13.7% | +23.5% | +10.4% |
| YTD | +26.6% | +1.0% | +25.6% | +25.0% |
| 1Y | +20.3% | +5.6% | +14.7% | +18.1% |
| 3Y | +5.4% | +59.1% | -53.7% | -3.4% |
| 5Y | +22.2% | +26.1% | -3.9% | +14.3% |
| All | +22.2% | +25.9% | -3.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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