+23.0%
MDLZ vs RSG
+99.6%
-76.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.1% |
| 30D | +7.9% | +12.7% | -4.8% | +2.0% |
| 3M | +7.3% | +17.9% | -10.7% | -0.8% |
| 6M | +11.7% | +25.0% | -13.3% | +0.6% |
| YTD | +28.7% | +20.8% | +7.9% | +17.4% |
| 1Y | +22.8% | +24.3% | -1.5% | +10.4% |
| 3Y | +6.6% | +65.3% | -58.7% | -16.4% |
| All | +23.0% | +99.6% | -76.5% | -11.7% |
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