+508.6%
MDLZ vs RVTY
+493.1%
+15.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | +7.9% | +1.7% | +6.2% | +7.4% |
| 3M | +8.9% | +36.8% | -27.9% | +2.9% |
| 6M | +10.5% | +60.1% | -49.6% | +1.5% |
| YTD | +27.1% | +64.0% | -36.8% | +15.5% |
| 1Y | +20.9% | +68.2% | -47.3% | +9.3% |
| 3Y | +5.5% | +88.8% | -83.2% | -8.2% |
| 5Y | +22.2% | -10.5% | +32.8% | +19.0% |
| 10Y | +106.1% | +219.7% | -113.6% | +59.0% |
| All | +508.6% | +493.1% | +15.5% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling