+1,127.7%
RSP vs MDLZ
+448.3%
+679.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.8% | -1.7% | +1.0% | +0.1% |
| 30D | -0.3% | -2.1% | +1.8% | +0.7% |
| 3M | +4.3% | +1.3% | +3.0% | +2.9% |
| 6M | +8.8% | +6.2% | +2.6% | +4.4% |
| YTD | +15.3% | +15.8% | -0.5% | +5.1% |
| 1Y | +18.3% | +4.1% | +14.2% | +13.7% |
| 3Y | +52.8% | -4.1% | +56.9% | +49.8% |
| 5Y | +51.7% | +13.4% | +38.4% | +34.1% |
| 10Y | +208.5% | +75.7% | +132.7% | +109.5% |
| All | +1,127.7% | +448.3% | +679.4% | +324.6% |
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