-3.7%
MDLZ vs RVMD
+545.7%
-549.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -1.6% | +1.1% | -2.6% | -1.6% |
| 3M | +0.9% | +39.6% | -38.7% | +0.9% |
| 6M | +7.3% | +110.7% | -103.4% | +6.9% |
| YTD | +16.4% | +160.3% | -143.8% | +15.4% |
| 1Y | +3.0% | +404.9% | -402.0% | +0.1% |
| 3Y | -3.7% | +545.5% | -549.2% | -12.7% |
| All | -3.7% | +545.7% | -549.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling