+791.7%
RIOT vs MDLZ
+95.9%
+695.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | +5.7% | +0.4% | +5.2% | +5.2% |
| 3M | -17.9% | -0.6% | -17.2% | -18.8% |
| 6M | +45.0% | +14.7% | +30.3% | +34.7% |
| YTD | +69.5% | +18.0% | +51.5% | +54.7% |
| 1Y | +37.2% | +4.1% | +33.1% | +31.8% |
| 3Y | +111.7% | -4.6% | +116.3% | +106.5% |
| 5Y | -27.5% | +18.4% | -45.9% | -37.4% |
| 10Y | +511.1% | +88.0% | +423.1% | +386.7% |
| All | +791.7% | +95.9% | +695.8% | +634.7% |
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