+24.4%
MDLZ vs RRX
+30.0%
-5.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +3.2% |
| 7D | +8.9% | +7.6% | +1.3% | +9.4% |
| 30D | +15.2% | +7.5% | +7.7% | +15.8% |
| 3M | +9.5% | -21.0% | +30.5% | +9.1% |
| 6M | +11.7% | -18.1% | +29.8% | +11.2% |
| YTD | +28.4% | +24.3% | +4.2% | +25.1% |
| 1Y | +24.4% | +29.3% | -4.9% | +19.9% |
| All | +24.4% | +30.0% | -5.6% | +19.9% |
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