+70.5%
MDLZ vs RUN
-31.9%
+102.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +1.3% | -40.0% | +41.3% | +2.9% |
| 6M | +6.2% | -27.0% | +33.2% | +6.8% |
| YTD | +15.8% | -51.7% | +67.5% | +17.7% |
| 1Y | +4.1% | -45.9% | +50.0% | +4.9% |
| 3Y | -4.1% | -43.8% | +39.7% | -7.9% |
| 5Y | +13.4% | -80.5% | +93.8% | +11.7% |
| 10Y | +75.7% | +45.3% | +30.5% | +43.1% |
| All | +70.5% | -31.9% | +102.4% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling