+454.2%
MDLZ vs ROL
+4,443.4%
-3,989.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| YTD | +15.8% | -39.6% | +55.4% | +30.1% |
| 1Y | +4.1% | -36.0% | +40.1% | +15.1% |
| 3Y | -4.1% | -5.1% | +1.1% | -4.4% |
| 5Y | +13.4% | -3.4% | +16.7% | +11.0% |
| 10Y | +75.7% | +215.2% | -139.5% | +28.9% |
| All | +454.2% | +4,443.4% | -3,989.1% | +151.7% |
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