+22.2%
MDLZ vs RY
+122.0%
-99.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +11.2% | +5.9% | +5.3% | +9.4% |
| 3M | +6.1% | -4.3% | +10.4% | +7.3% |
| 6M | +8.6% | +12.1% | -3.6% | +4.2% |
| YTD | +25.8% | +20.3% | +5.6% | +17.8% |
| 1Y | +21.7% | +41.0% | -19.3% | +7.8% |
| 3Y | +5.8% | +157.5% | -151.7% | -25.8% |
| All | +22.2% | +122.0% | -99.8% | -9.6% |
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 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