+90.0%
MDLZ vs ROP
+196.0%
-105.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.1% |
| 7D | +1.7% | +2.1% | -0.5% | +0.9% |
| 30D | +11.2% | +32.9% | -21.7% | -0.3% |
| 3M | +6.1% | +20.3% | -14.2% | -1.4% |
| 6M | +8.6% | +36.8% | -28.2% | -4.4% |
| YTD | +25.8% | +8.1% | +17.7% | +20.8% |
| 1Y | +21.7% | +8.3% | +13.4% | +16.6% |
| 3Y | +5.8% | -3.2% | +9.1% | +4.5% |
| 5Y | +21.4% | +1.7% | +19.7% | +15.5% |
| All | +90.0% | +196.0% | -105.9% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling