-3.7%
MDLZ vs RUN
-35.6%
+31.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | 0.0% | +10.2% | -10.1% | -0.1% |
| 30D | -1.6% | -9.6% | +8.0% | -1.5% |
| 3M | +0.9% | -31.5% | +32.4% | +1.3% |
| 6M | +7.3% | -18.7% | +26.0% | +7.3% |
| YTD | +16.4% | -49.9% | +66.3% | +17.0% |
| 1Y | +3.0% | -45.5% | +48.5% | +3.0% |
| 3Y | -3.7% | -34.1% | +30.4% | -5.5% |
| All | -3.7% | -35.6% | +31.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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