-4.5%
MDLZ vs ROL
+7.0%
-11.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -2.1% | -4.1% | +2.0% | -1.1% |
| 3M | +1.3% | -22.5% | +23.8% | +7.6% |
| 6M | +6.2% | -37.7% | +43.9% | +18.4% |
| YTD | +15.8% | -39.6% | +55.4% | +29.3% |
| 1Y | +4.1% | -36.0% | +40.1% | +14.4% |
| All | -4.5% | +7.0% | -11.6% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling