+24.9%
MDLZ vs RVMD
+620.8%
-596.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +1.7% | -3.6% | +5.2% | +1.8% |
| 30D | +1.1% | -1.1% | +2.2% | +1.1% |
| 3M | -1.8% | +41.0% | -42.9% | -3.2% |
| 6M | +12.3% | +105.7% | -93.4% | +8.5% |
| YTD | +18.0% | +155.3% | -137.3% | +12.5% |
| 1Y | +3.8% | +402.7% | -398.9% | -4.7% |
| 3Y | -2.4% | +533.1% | -535.5% | -13.2% |
| 5Y | +18.4% | +583.5% | -565.1% | +2.2% |
| All | +24.9% | +620.8% | -596.0% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling