+4.1%
MDLZ vs RVMD
+430.6%
-426.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.7% | +1.0% | -2.8% | -1.7% |
| 30D | -2.1% | +6.4% | -8.6% | -1.8% |
| 3M | +1.3% | +34.9% | -33.6% | +2.7% |
| 6M | +6.2% | +107.6% | -101.4% | +9.3% |
| YTD | +15.8% | +163.7% | -147.9% | +20.3% |
| 1Y | +4.1% | +439.2% | -435.1% | +7.5% |
| All | +4.1% | +430.6% | -426.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling