+509.7%
MDLZ vs RY
+3,215.7%
-2,706.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.1% |
| 7D | +6.9% | -1.1% | +8.0% | +7.2% |
| 30D | +12.1% | +4.4% | +7.7% | +10.5% |
| 3M | +7.7% | -2.9% | +10.6% | +8.5% |
| 6M | +10.8% | +15.6% | -4.8% | +5.3% |
| YTD | +27.4% | +21.8% | +5.6% | +18.8% |
| 1Y | +23.5% | +42.6% | -19.1% | +9.4% |
| 3Y | +6.2% | +160.9% | -154.7% | -23.3% |
| 5Y | +22.9% | +126.1% | -103.2% | -7.7% |
| 10Y | +99.6% | +371.7% | -272.1% | +17.6% |
| All | +509.7% | +3,215.7% | -2,706.0% | +136.1% |
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