+454.2%
MDLZ vs RSG
+2,718.5%
-2,264.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | +7.6% | -9.7% | -4.7% |
| 3M | +1.3% | +7.4% | -6.1% | -1.2% |
| 6M | +6.2% | -3.3% | +9.5% | +7.3% |
| YTD | +15.8% | +6.0% | +9.8% | +13.2% |
| 1Y | +4.1% | -3.7% | +7.8% | +5.2% |
| 3Y | -4.1% | +59.1% | -63.2% | -19.0% |
| 5Y | +13.4% | +89.0% | -75.7% | -10.3% |
| 10Y | +75.7% | +412.5% | -336.8% | +2.6% |
| All | +454.2% | +2,718.5% | -2,264.2% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling