+508.6%
MDLZ vs ROP
+2,502.0%
-1,993.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | -1.0% | -2.9% | +1.9% | -0.2% |
| 30D | +7.9% | +30.1% | -22.1% | +0.1% |
| 3M | +8.9% | +19.9% | -11.0% | +3.2% |
| 6M | +10.5% | +46.0% | -35.5% | -1.3% |
| YTD | +27.1% | +8.4% | +18.8% | +22.8% |
| 1Y | +20.9% | +8.8% | +12.1% | +16.6% |
| 3Y | +5.5% | -5.6% | +11.2% | +5.2% |
| 5Y | +22.2% | +3.0% | +19.2% | +17.9% |
| 10Y | +106.1% | +184.0% | -77.9% | +50.3% |
| All | +508.6% | +2,502.0% | -1,993.3% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling