+34.2%
MDLZ vs RVMD
+525.1%
-490.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | +8.2% | -6.4% | +14.6% | +8.4% |
| 3M | +8.0% | -14.1% | +22.1% | +8.4% |
| 6M | +9.7% | +21.0% | -11.3% | +8.6% |
| YTD | +26.9% | +121.4% | -94.5% | +21.4% |
| 1Y | +20.9% | +167.9% | -147.0% | +14.5% |
| 3Y | +5.3% | +794.7% | -789.4% | -7.8% |
| 5Y | +21.4% | +437.2% | -415.8% | +6.1% |
| All | +34.2% | +525.1% | -490.9% | +6.8% |
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