+10.5%
MDLZ vs RVMD
+26.8%
-16.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | -0.6% |
| 7D | -1.0% | -9.5% | +8.5% | -2.1% |
| 30D | +7.9% | -6.8% | +14.8% | +7.3% |
| 3M | +8.9% | -12.1% | +21.0% | +7.4% |
| 6M | +10.5% | +25.4% | -14.9% | +17.4% |
| All | +10.5% | +26.8% | -16.3% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling