+79.0%
MDLZ vs RRC
+7.9%
+71.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -1.6% | +9.4% | -11.0% | -2.0% |
| 3M | +0.9% | +7.4% | -6.5% | +0.5% |
| 6M | +7.3% | +1.5% | +5.9% | +7.2% |
| YTD | +16.4% | +19.4% | -2.9% | +15.3% |
| 1Y | +3.0% | +24.2% | -21.3% | +1.7% |
| 3Y | -3.7% | +32.8% | -36.5% | -5.9% |
| 5Y | +15.6% | +152.9% | -137.3% | +7.5% |
| 10Y | +79.0% | +3.9% | +75.1% | +52.9% |
| All | +79.0% | +7.9% | +71.1% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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