+454.2%
MDLZ vs RRX
+1,118.8%
-664.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +3.4% | -5.2% | -2.3% |
| 30D | -2.1% | -11.1% | +9.0% | -0.1% |
| 3M | +1.3% | -23.7% | +25.0% | +4.9% |
| 6M | +6.2% | -22.0% | +28.2% | +8.6% |
| YTD | +15.8% | +16.5% | -0.7% | +9.3% |
| 1Y | +4.1% | +11.5% | -7.4% | -1.4% |
| 3Y | -4.1% | +1.5% | -5.6% | -11.1% |
| 5Y | +13.4% | +18.3% | -4.9% | -0.9% |
| 10Y | +75.7% | +209.8% | -134.1% | +18.3% |
| All | +454.2% | +1,118.8% | -664.6% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling