+162.9%
RTX vs MDLZ
+17.0%
+145.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | +1.4% | -13.0% | -11.9% |
| 3M | +9.2% | 0.0% | +9.1% | +8.8% |
| 6M | -4.4% | +9.1% | -13.6% | -7.0% |
| YTD | +8.9% | +17.9% | -9.1% | +3.5% |
| 1Y | +32.1% | +3.2% | +28.9% | +30.1% |
| 3Y | +151.2% | -2.5% | +153.7% | +147.1% |
| 5Y | +162.9% | +17.6% | +145.3% | +127.4% |
| All | +162.9% | +17.0% | +145.9% | +127.4% |
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