+22.2%
MDLZ vs RVTY
-7.4%
+29.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | +11.2% | +1.0% | +10.2% | +10.8% |
| 3M | +6.1% | +35.8% | -29.7% | +1.9% |
| 6M | +8.6% | +56.7% | -48.1% | +2.1% |
| YTD | +25.8% | +60.7% | -34.9% | +17.4% |
| 1Y | +21.7% | +73.7% | -52.0% | +12.1% |
| 3Y | +5.8% | +82.8% | -77.0% | -5.3% |
| All | +22.2% | -7.4% | +29.6% | +23.8% |
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