+50.5%
RSP vs MDLZ
+17.0%
+33.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.5% | +1.4% | -4.0% | -3.0% |
| 3M | +3.0% | 0.0% | +3.0% | +2.7% |
| 6M | +8.9% | +9.1% | -0.2% | +5.2% |
| YTD | +13.0% | +17.9% | -5.0% | +5.8% |
| 1Y | +16.2% | +3.2% | +13.0% | +14.1% |
| 3Y | +52.7% | -2.5% | +55.2% | +50.5% |
| 5Y | +50.5% | +17.6% | +32.9% | +28.4% |
| All | +50.5% | +17.0% | +33.5% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling