+4.1%
MDLZ vs RRX
+14.9%
-10.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +3.4% | -5.2% | -1.6% |
| 30D | -2.1% | -11.1% | +9.0% | -2.5% |
| 3M | +1.3% | -23.7% | +25.0% | +0.4% |
| 6M | +6.2% | -22.0% | +28.2% | +4.7% |
| YTD | +15.8% | +16.5% | -0.7% | +14.8% |
| 1Y | +4.1% | +11.5% | -7.4% | +2.0% |
| All | +4.1% | +14.9% | -10.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling