+4.1%
MDLZ vs RVMD
+375.0%
-370.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +1.9% | -3.0% | +4.9% | +1.7% |
| 30D | +0.4% | -0.7% | +1.1% | +0.4% |
| 3M | -0.6% | +36.5% | -37.2% | +0.8% |
| 6M | +14.7% | +104.6% | -89.9% | +18.1% |
| YTD | +18.0% | +155.8% | -137.9% | +22.7% |
| 1Y | +4.1% | +340.7% | -336.6% | +6.8% |
| All | +4.1% | +375.0% | -370.9% | +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 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