+24.4%
MDLZ vs ROL
-34.1%
+58.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.8% |
| 7D | +8.9% | +14.6% | -5.7% | +5.2% |
| 30D | +15.2% | +29.3% | -14.1% | +8.4% |
| 3M | +9.5% | +2.0% | +7.5% | +8.3% |
| 6M | +11.7% | -28.5% | +40.2% | +17.3% |
| YTD | +28.4% | -35.3% | +63.8% | +33.2% |
| 1Y | +24.4% | -34.7% | +59.1% | +28.3% |
| All | +24.4% | -34.1% | +58.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling