+37.5%
MDLZ vs RPRX
+57.8%
-20.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | +1.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -1.6% | +7.2% | -8.7% | -2.4% |
| 3M | +0.9% | +10.9% | -10.0% | -0.4% |
| 6M | +7.3% | +34.6% | -27.2% | +3.5% |
| YTD | +16.4% | +59.0% | -42.5% | +10.1% |
| 1Y | +3.0% | +72.5% | -69.6% | -3.8% |
| 3Y | -3.7% | +124.1% | -127.8% | -13.3% |
| 5Y | +15.6% | +75.9% | -60.3% | +7.4% |
| All | +37.5% | +57.8% | -20.4% | +26.9% |
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