+516.3%
MDLZ vs RRX
+1,223.2%
-706.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +2.3% | +4.3% | -2.0% | +1.5% |
| 30D | +7.9% | +12.3% | -4.4% | +5.3% |
| 3M | +7.3% | +3.7% | +3.6% | +5.9% |
| 6M | +11.7% | -13.9% | +25.6% | +12.3% |
| YTD | +28.7% | +26.5% | +2.3% | +19.1% |
| 1Y | +22.8% | +29.3% | -6.5% | +12.9% |
| 3Y | +6.6% | +65.6% | -59.0% | -10.8% |
| 5Y | +23.2% | +10.6% | +12.5% | +9.4% |
| 10Y | +108.7% | +202.9% | -94.2% | +41.0% |
| All | +516.3% | +1,223.2% | -706.9% | +186.4% |
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