Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MDLZ vs RY✓SelectedUSD · RYMDLZ vs RY performance historyLatest closeAs of-0.28%09/04
Stock and ETF performance explorer

MDLZ vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4.1%
RY return
+46.1%
Excess return
-42.0%
Maximum drawdown
-18.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.3%-0.7%+0.4%-0.3%
7D-1.7%+3.1%-4.8%-1.6%
30D-2.1%-0.3%-1.8%-2.1%
3M+1.3%+8.7%-7.3%+0.5%
6M+6.2%+28.5%-22.3%+2.8%
YTD+15.8%+25.1%-9.3%+12.3%
1Y+4.1%+46.3%-42.2%-3.1%
All+4.1%+46.1%-42.0%-3.1%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…

1y analysis · Full analysis span regression · 6 months rolling