+79.0%
MDLZ vs RVTY
+140.1%
-61.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.6% | +10.8% | -12.4% | -3.5% |
| 3M | +0.9% | +26.8% | -25.9% | -3.8% |
| 6M | +7.3% | +39.3% | -32.0% | 0.0% |
| YTD | +16.4% | +31.6% | -15.2% | +9.2% |
| 1Y | +3.0% | +47.7% | -44.7% | -6.2% |
| 3Y | -3.7% | +19.9% | -23.6% | -10.6% |
| 5Y | +15.6% | -32.3% | +48.0% | +21.9% |
| 10Y | +79.0% | +138.4% | -59.5% | +28.5% |
| All | +79.0% | +140.1% | -61.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling