+23.0%
MDLZ vs RVTY
-15.1%
+38.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +7.9% | +1.5% | +6.4% | +7.5% |
| 3M | +7.3% | +31.5% | -24.2% | +3.4% |
| 6M | +11.7% | +62.7% | -51.0% | +4.6% |
| YTD | +28.7% | +60.0% | -31.2% | +20.1% |
| 1Y | +22.8% | +65.7% | -42.9% | +13.8% |
| 3Y | +6.6% | +85.2% | -78.6% | -4.9% |
| All | +23.0% | -15.1% | +38.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling