+7.1%
MDLZ vs RY
+158.9%
-151.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.4% |
| 7D | +6.9% | -1.1% | +8.0% | +7.0% |
| 30D | +12.1% | +4.4% | +7.7% | +11.4% |
| 3M | +7.7% | -2.9% | +10.6% | +8.1% |
| 6M | +10.8% | +15.6% | -4.8% | +7.1% |
| YTD | +27.4% | +21.8% | +5.6% | +21.5% |
| 1Y | +23.5% | +42.6% | -19.1% | +13.3% |
| All | +7.1% | +158.9% | -151.8% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling