+81.7%
MDLZ vs RRX
+228.4%
-146.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +0.4% | -6.1% | +6.6% | +1.2% |
| 3M | -0.6% | -23.1% | +22.4% | +1.8% |
| 6M | +14.7% | -19.5% | +34.3% | +16.0% |
| YTD | +18.0% | +16.1% | +1.9% | +12.3% |
| 1Y | +4.1% | +12.9% | -8.8% | -0.9% |
| 3Y | -4.6% | +7.9% | -12.5% | -11.4% |
| 5Y | +18.4% | +19.1% | -0.7% | +4.3% |
| All | +81.7% | +228.4% | -146.7% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling