+508.6%
MDLZ vs ROK
+4,591.1%
-4,082.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.2% |
| 7D | -1.0% | -8.5% | +7.5% | +0.5% |
| 30D | +7.9% | -6.4% | +14.3% | +8.9% |
| 3M | +8.9% | -8.8% | +17.8% | +10.4% |
| 6M | +10.5% | -10.5% | +21.0% | +11.8% |
| YTD | +27.1% | +5.4% | +21.7% | +23.7% |
| 1Y | +20.9% | +5.0% | +15.9% | +17.7% |
| 3Y | +5.5% | +64.3% | -58.8% | -9.1% |
| 5Y | +22.2% | +34.0% | -11.7% | +8.0% |
| 10Y | +106.1% | +268.2% | -162.0% | +40.2% |
| All | +508.6% | +4,591.1% | -4,082.5% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling