+5.4%
MDLZ vs RPRX
+166.4%
-161.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | +0.1% | +3.4% | -3.3% | -0.3% |
| 30D | +10.0% | +20.8% | -10.8% | +7.6% |
| 3M | +7.1% | +21.6% | -14.6% | +4.5% |
| 6M | +9.8% | +36.5% | -26.7% | +6.0% |
| YTD | +26.6% | +80.4% | -53.8% | +18.8% |
| 1Y | +20.3% | +81.8% | -61.5% | +12.7% |
| 3Y | +5.4% | +170.9% | -165.5% | -5.7% |
| All | +5.4% | +166.4% | -161.0% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling