+49.7%
MDLZ vs RPRX
+80.9%
-31.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.2% | +4.6% | -2.4% | +1.6% |
| 30D | +10.1% | +22.0% | -11.8% | +7.5% |
| 3M | +9.1% | +20.3% | -11.2% | +6.6% |
| 6M | +10.0% | +37.9% | -27.9% | +5.7% |
| YTD | +26.8% | +82.2% | -55.4% | +17.9% |
| 1Y | +22.5% | +83.7% | -61.2% | +13.7% |
| 3Y | +5.3% | +175.4% | -170.2% | -7.6% |
| 5Y | +21.4% | +87.7% | -66.3% | +11.6% |
| All | +49.7% | +80.9% | -31.2% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling