+15.0%
MDLZ vs RUN
-81.0%
+96.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -2.1% | -15.3% | +13.1% | -1.9% |
| 3M | +1.3% | -40.0% | +41.3% | +2.0% |
| 6M | +6.2% | -27.0% | +33.2% | +6.4% |
| YTD | +15.8% | -51.7% | +67.5% | +16.6% |
| 1Y | +4.1% | -45.9% | +50.0% | +4.3% |
| 3Y | -4.1% | -43.8% | +39.7% | -6.2% |
| All | +15.0% | -81.0% | +96.0% | +12.5% |
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 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