+54.2%
RGTI vs MDLZ
+20.5%
+33.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +0.5% | +1.9% | -1.4% | +0.4% |
| 30D | -17.1% | +0.4% | -17.5% | -17.1% |
| 3M | -26.0% | -0.6% | -25.4% | -25.9% |
| 6M | -9.9% | +14.7% | -24.6% | -12.6% |
| YTD | -31.1% | +18.0% | -49.0% | -34.0% |
| 1Y | -8.5% | +4.1% | -12.6% | -9.6% |
| 3Y | +652.2% | -4.6% | +656.8% | +652.7% |
| 5Y | +56.8% | +18.4% | +38.4% | +46.9% |
| All | +54.2% | +20.5% | +33.7% | +44.3% |
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