+65.1%
RSP vs MDLZ
+7.0%
+58.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.4% | +2.3% | +0.1% | +2.0% |
| 30D | +4.3% | +7.9% | -3.7% | +3.0% |
| 3M | -0.3% | +7.3% | -7.6% | -1.5% |
| 6M | +9.8% | +11.7% | -1.9% | +7.7% |
| YTD | +16.8% | +28.7% | -11.9% | +11.3% |
| 1Y | +19.5% | +22.8% | -3.3% | +14.9% |
| 3Y | +65.1% | +6.6% | +58.6% | +60.2% |
| All | +65.1% | +7.0% | +58.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling