+24.4%
MDLZ vs RSG
+19.5%
+4.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +2.9% |
| 7D | +8.9% | +5.1% | +3.8% | +6.1% |
| 30D | +15.2% | +15.3% | -0.1% | +7.4% |
| 3M | +9.5% | +18.6% | -9.1% | +0.6% |
| 6M | +11.7% | +19.5% | -7.9% | +3.0% |
| YTD | +28.4% | +17.2% | +11.3% | +18.2% |
| 1Y | +24.4% | +19.6% | +4.9% | +12.9% |
| All | +24.4% | +19.5% | +4.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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