-3.7%
MDLZ vs RSG
+55.3%
-59.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | 0.0% | -0.7% | +0.8% | +0.4% |
| 30D | -1.6% | +3.3% | -4.9% | -3.0% |
| 3M | +0.9% | +8.5% | -7.6% | -2.5% |
| 6M | +7.3% | -3.5% | +10.9% | +8.8% |
| YTD | +16.4% | +5.5% | +11.0% | +13.4% |
| 1Y | +3.0% | -1.7% | +4.7% | +3.3% |
| 3Y | -3.7% | +56.9% | -60.6% | -18.4% |
| All | -3.7% | +55.3% | -59.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling