+454.2%
MDLZ vs RY
+3,305.4%
-2,851.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | -2.1% | -0.3% | -1.8% | -2.1% |
| 3M | +1.3% | +8.7% | -7.3% | -1.6% |
| 6M | +6.2% | +28.5% | -22.3% | -2.4% |
| YTD | +15.8% | +25.1% | -9.3% | +7.2% |
| 1Y | +4.1% | +46.3% | -42.2% | -8.4% |
| 3Y | -4.1% | +154.9% | -159.0% | -30.2% |
| 5Y | +13.4% | +140.3% | -126.9% | -16.4% |
| 10Y | +75.7% | +377.0% | -301.3% | +3.2% |
| All | +454.2% | +3,305.4% | -2,851.2% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling