+508.6%
MDLZ vs ROST
+10,113.1%
-9,604.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | +7.9% | +6.8% | +1.1% | +6.4% |
| 3M | +8.9% | -4.0% | +12.9% | +9.7% |
| 6M | +10.5% | +12.9% | -2.4% | +7.3% |
| YTD | +27.1% | +34.7% | -7.6% | +18.8% |
| 1Y | +20.9% | +49.5% | -28.6% | +10.5% |
| 3Y | +5.5% | +101.5% | -95.9% | -10.5% |
| 5Y | +22.2% | +120.7% | -98.4% | -0.6% |
| 10Y | +106.1% | +317.8% | -211.7% | +40.0% |
| All | +508.6% | +10,113.1% | -9,604.5% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling