+23.0%
MDLZ vs ROP
+1.9%
+21.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +7.9% | +28.8% | -20.8% | +0.6% |
| 3M | +7.3% | +21.1% | -13.8% | +1.5% |
| 6M | +11.7% | +52.5% | -40.9% | -0.8% |
| YTD | +28.7% | +8.9% | +19.9% | +25.8% |
| 1Y | +22.8% | +8.2% | +14.5% | +20.2% |
| 3Y | +6.6% | -5.2% | +11.8% | +7.5% |
| All | +23.0% | +1.9% | +21.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling