+17.6%
MDLZ vs RSG
+90.2%
-72.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | +1.4% | +3.7% | -2.2% | -0.2% |
| 3M | 0.0% | +6.2% | -6.1% | -2.6% |
| 6M | +9.1% | -2.8% | +11.9% | +10.3% |
| YTD | +17.9% | +5.9% | +12.1% | +14.5% |
| 1Y | +3.2% | -1.8% | +5.0% | +3.6% |
| 3Y | -2.5% | +57.5% | -60.0% | -21.4% |
| 5Y | +17.6% | +91.1% | -73.5% | -14.6% |
| All | +17.6% | +90.2% | -72.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling