+21.4%
MDLZ vs RUN
-84.0%
+105.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.7% | +0.3% |
| 7D | +2.2% | +0.3% | +1.8% | +2.1% |
| 30D | +10.1% | +14.0% | -3.9% | +9.9% |
| 3M | +9.1% | -11.8% | +20.9% | +9.2% |
| 6M | +10.0% | -40.4% | +50.4% | +10.7% |
| YTD | +26.8% | -52.7% | +79.5% | +27.6% |
| 1Y | +22.5% | -52.5% | +75.0% | +23.2% |
| 3Y | +5.3% | -7.7% | +13.0% | +1.7% |
| 5Y | +21.4% | -83.9% | +105.3% | +18.7% |
| All | +21.4% | -84.0% | +105.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling