+279.2%
RTX vs MDLZ
+86.5%
+192.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +1.9% | -3.4% | -2.4% |
| 30D | -11.0% | +0.4% | -11.4% | -11.3% |
| 3M | +7.7% | -0.6% | +8.3% | +7.4% |
| 6M | -3.9% | +14.7% | -18.6% | -10.7% |
| YTD | +9.0% | +18.0% | -9.0% | -0.6% |
| 1Y | +27.3% | +4.1% | +23.1% | +22.9% |
| 3Y | +172.9% | -4.6% | +177.5% | +168.7% |
| 5Y | +165.2% | +18.4% | +146.8% | +124.9% |
| All | +279.2% | +86.5% | +192.7% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling