+39.2%
MDLZ vs RPRX
+57.8%
-18.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -4.0% | +3.9% | +0.4% |
| 30D | +1.4% | +4.9% | -3.5% | +0.8% |
| 3M | 0.0% | +9.4% | -9.3% | -1.1% |
| 6M | +9.1% | +33.3% | -24.2% | +5.4% |
| YTD | +17.9% | +59.0% | -41.0% | +11.5% |
| 1Y | +3.2% | +69.2% | -66.0% | -3.3% |
| 3Y | -2.5% | +124.1% | -126.6% | -12.2% |
| 5Y | +17.6% | +77.9% | -60.3% | +9.2% |
| All | +39.2% | +57.8% | -18.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RPRX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling