+454.2%
MDLZ vs RVTY
+387.8%
+66.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -2.1% | +13.2% | -15.3% | -4.1% |
| 3M | +1.3% | +27.2% | -25.9% | -2.9% |
| 6M | +6.2% | +32.4% | -26.2% | +0.7% |
| YTD | +15.8% | +34.9% | -19.1% | +9.1% |
| 1Y | +4.1% | +52.4% | -48.2% | -4.2% |
| 3Y | -4.1% | +12.3% | -16.4% | -8.8% |
| 5Y | +13.4% | -30.8% | +44.2% | +15.6% |
| 10Y | +75.7% | +150.7% | -74.9% | +41.6% |
| All | +454.2% | +387.8% | +66.4% | +268.2% |
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