-4.5%
MDLZ vs RPRX
+137.9%
-142.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +5.1% | -6.8% | -2.3% |
| 30D | -2.1% | +11.2% | -13.3% | -3.4% |
| 3M | +1.3% | +16.7% | -15.4% | -0.5% |
| 6M | +6.2% | +36.0% | -29.8% | +2.6% |
| YTD | +15.8% | +67.8% | -52.0% | +9.4% |
| 1Y | +4.1% | +76.7% | -72.6% | -2.5% |
| All | -4.5% | +137.9% | -142.4% | -14.2% |
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