+16.5%
MDLZ vs RY
+140.8%
-124.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.7% | +3.1% | -4.8% | -2.6% |
| 30D | -2.1% | -0.3% | -1.8% | -2.1% |
| 3M | +1.3% | +8.7% | -7.3% | -1.5% |
| 6M | +6.2% | +28.5% | -22.3% | -2.3% |
| YTD | +15.8% | +25.1% | -9.3% | +7.3% |
| 1Y | +4.1% | +46.3% | -42.2% | -8.6% |
| 3Y | -4.1% | +154.9% | -159.0% | -31.9% |
| All | +16.5% | +140.8% | -124.2% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling