+87.9%
MDLZ vs ROST
+299.2%
-211.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +1.4% | -11.4% | +12.9% | +4.0% |
| 3M | 0.0% | -1.6% | +1.7% | +0.2% |
| 6M | +9.1% | +6.8% | +2.3% | +7.2% |
| YTD | +17.9% | +25.8% | -7.9% | +11.8% |
| 1Y | +3.2% | +52.4% | -49.2% | -6.2% |
| 3Y | -2.5% | +94.4% | -96.9% | -17.1% |
| 5Y | +17.6% | +108.2% | -90.6% | -3.6% |
| 10Y | +87.9% | +308.5% | -220.6% | +23.3% |
| All | +87.9% | +299.2% | -211.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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