+506.2%
MDLZ vs ROK
+4,396.7%
-3,890.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +0.1% | -11.5% | +11.6% | +2.3% |
| 30D | +10.0% | -10.0% | +20.0% | +11.9% |
| 3M | +7.1% | -11.4% | +18.5% | +9.1% |
| 6M | +9.8% | -13.7% | +23.5% | +11.9% |
| YTD | +26.6% | +1.0% | +25.6% | +24.3% |
| 1Y | +20.3% | +5.6% | +14.7% | +16.8% |
| 3Y | +5.4% | +59.1% | -53.7% | -8.6% |
| 5Y | +22.2% | +26.1% | -3.9% | +9.3% |
| 10Y | +92.2% | +266.4% | -174.3% | +30.7% |
| All | +506.2% | +4,396.7% | -3,890.5% | +151.8% |
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