+16.5%
MDLZ vs RPRX
+83.4%
-66.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +5.1% | -6.8% | -2.5% |
| 30D | -2.1% | +11.2% | -13.3% | -3.7% |
| 3M | +1.3% | +16.7% | -15.4% | -1.1% |
| 6M | +6.2% | +36.0% | -29.8% | +1.3% |
| YTD | +15.8% | +67.8% | -52.0% | +6.9% |
| 1Y | +4.1% | +76.7% | -72.6% | -4.9% |
| 3Y | -4.1% | +128.1% | -132.2% | -16.5% |
| All | +16.5% | +83.4% | -66.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling