+24.4%
MDLZ vs ROP
+10.4%
+14.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.5% | +2.8% |
| 7D | +8.9% | +11.7% | -2.8% | +7.1% |
| 30D | +15.2% | +35.5% | -20.3% | +10.7% |
| 3M | +9.5% | +25.6% | -16.1% | +5.8% |
| 6M | +11.7% | +39.3% | -27.6% | +7.3% |
| YTD | +28.4% | +11.6% | +16.8% | +22.0% |
| 1Y | +24.4% | +10.6% | +13.8% | +18.5% |
| All | +24.4% | +10.4% | +14.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling