+79.0%
MDLZ vs ROL
+203.4%
-124.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | 0.0% | -3.4% | +3.5% | +1.1% |
| 30D | -1.6% | -6.9% | +5.4% | +0.6% |
| 3M | +0.9% | -24.6% | +25.5% | +9.9% |
| 6M | +7.3% | -39.5% | +46.9% | +25.0% |
| YTD | +16.4% | -41.1% | +57.6% | +36.2% |
| 1Y | +3.0% | -37.9% | +40.9% | +18.0% |
| 3Y | -3.7% | +0.8% | -4.5% | -6.8% |
| 5Y | +15.6% | -4.7% | +20.3% | +11.8% |
| 10Y | +79.0% | +207.9% | -128.9% | -0.9% |
| All | +79.0% | +203.4% | -124.4% | -0.9% |
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