+22.2%
MDLZ vs RVMD
+466.1%
-443.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | -1.0% | -9.5% | +8.5% | -0.9% |
| 30D | +7.9% | -6.8% | +14.8% | +8.0% |
| 3M | +8.9% | -12.1% | +21.0% | +9.1% |
| 6M | +10.5% | +25.4% | -14.9% | +9.8% |
| YTD | +27.1% | +126.9% | -99.7% | +23.8% |
| 1Y | +20.9% | +182.0% | -161.1% | +16.8% |
| 3Y | +5.5% | +816.8% | -811.3% | -3.7% |
| 5Y | +22.2% | +464.0% | -441.7% | +8.2% |
| All | +22.2% | +466.1% | -443.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling