+90.0%
MDLZ vs RY
+360.6%
-270.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +11.2% | +5.9% | +5.3% | +8.6% |
| 3M | +6.1% | -4.3% | +10.4% | +7.8% |
| 6M | +8.6% | +12.1% | -3.6% | +2.8% |
| YTD | +25.8% | +20.3% | +5.6% | +15.4% |
| 1Y | +21.7% | +41.0% | -19.3% | +4.0% |
| 3Y | +5.8% | +157.5% | -151.7% | -32.0% |
| 5Y | +21.4% | +123.2% | -101.8% | -17.5% |
| All | +90.0% | +360.6% | -270.5% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling