-35.4%
RBLX vs MDLZ
+29.0%
-64.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +8.1% | +1.7% | +6.5% | +7.9% |
| 30D | +23.9% | +1.1% | +22.8% | +23.8% |
| 3M | +8.1% | -1.8% | +10.0% | +8.4% |
| 6M | -23.7% | +12.3% | -36.0% | -24.8% |
| YTD | -44.6% | +18.0% | -62.6% | -46.0% |
| 1Y | -66.2% | +3.8% | -70.0% | -66.4% |
| 3Y | +54.7% | -2.4% | +57.1% | +52.8% |
| 5Y | -48.9% | +18.4% | -67.3% | -53.1% |
| All | -35.4% | +29.0% | -64.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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