+6.6%
MDLZ vs RRX
+64.5%
-57.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.4% |
| 7D | +2.3% | +4.3% | -2.0% | +2.4% |
| 30D | +7.9% | +12.3% | -4.4% | +8.3% |
| 3M | +7.3% | +3.7% | +3.6% | +7.5% |
| 6M | +11.7% | -13.9% | +25.6% | +11.6% |
| YTD | +28.7% | +26.5% | +2.3% | +28.0% |
| 1Y | +22.8% | +29.3% | -6.5% | +21.9% |
| 3Y | +6.6% | +65.6% | -59.0% | +4.6% |
| All | +6.6% | +64.5% | -57.9% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling