+502.4%
MDLZ vs ROP
+2,496.0%
-1,993.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | +1.7% | +2.1% | -0.5% | +1.1% |
| 30D | +11.2% | +32.9% | -21.7% | +2.5% |
| 3M | +6.1% | +20.3% | -14.2% | +0.5% |
| 6M | +8.6% | +36.8% | -28.2% | -1.2% |
| YTD | +25.8% | +8.1% | +17.7% | +21.7% |
| 1Y | +21.7% | +8.3% | +13.4% | +17.5% |
| 3Y | +5.8% | -3.2% | +9.1% | +4.7% |
| 5Y | +21.4% | +1.7% | +19.7% | +17.5% |
| 10Y | +97.2% | +199.2% | -102.0% | +42.0% |
| All | +502.4% | +2,496.0% | -1,993.6% | +170.5% |
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 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