+22.2%
MDLZ vs ROL
+13.1%
+9.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +1.7% | +9.5% | -7.8% | -0.7% |
| 30D | +11.2% | +22.9% | -11.8% | +5.4% |
| 3M | +6.1% | +3.5% | +2.6% | +4.9% |
| 6M | +8.6% | -29.4% | +37.9% | +17.7% |
| YTD | +25.8% | -36.1% | +61.9% | +39.2% |
| 1Y | +21.7% | -34.4% | +56.0% | +33.6% |
| 3Y | +5.8% | +4.0% | +1.8% | +2.7% |
| All | +22.2% | +13.1% | +9.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling