+36.2%
MDLZ vs RVMD
+510.7%
-474.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.6% |
| 7D | +2.3% | -10.4% | +12.7% | +2.7% |
| 30D | +7.9% | -11.0% | +18.9% | +8.3% |
| 3M | +7.3% | -14.7% | +22.0% | +7.7% |
| 6M | +11.7% | +14.9% | -3.2% | +10.7% |
| YTD | +28.7% | +116.3% | -87.6% | +23.3% |
| 1Y | +22.8% | +167.6% | -144.8% | +16.2% |
| 3Y | +6.6% | +776.8% | -770.2% | -6.6% |
| 5Y | +23.2% | +424.8% | -401.6% | +7.8% |
| All | +36.2% | +510.7% | -474.6% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling