+507.3%
MDLZ vs ROL
+4,728.0%
-4,220.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | +8.2% | +18.5% | -10.3% | +3.8% |
| 3M | +8.0% | +4.3% | +3.6% | +6.7% |
| 6M | +9.7% | -27.7% | +37.5% | +18.2% |
| YTD | +26.9% | -35.8% | +62.7% | +40.2% |
| 1Y | +20.9% | -34.1% | +55.0% | +32.7% |
| 3Y | +5.3% | +2.9% | +2.4% | +2.9% |
| 5Y | +21.4% | +12.7% | +8.7% | +14.6% |
| 10Y | +105.7% | +212.6% | -106.9% | +50.6% |
| All | +507.3% | +4,728.0% | -4,220.7% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling