+102.0%
MDLZ vs ROL
+211.1%
-109.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | +3.4% | -1.2% | +1.1% |
| 30D | +10.1% | +20.8% | -10.6% | +3.9% |
| 3M | +9.1% | +3.7% | +5.4% | +7.6% |
| 6M | +10.0% | -27.7% | +37.6% | +20.7% |
| YTD | +26.8% | -34.9% | +61.8% | +43.2% |
| 1Y | +22.5% | -33.3% | +55.8% | +37.1% |
| 3Y | +5.3% | +4.3% | +1.0% | +1.0% |
| 5Y | +21.4% | +15.0% | +6.5% | +10.7% |
| 10Y | +102.0% | +214.7% | -112.6% | +24.4% |
| All | +102.0% | +211.1% | -109.1% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling