+147.4%
RTX vs MDLZ
+23.2%
+124.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +4.8% | +2.3% | +2.5% | +4.2% |
| 30D | +6.5% | +7.9% | -1.4% | +4.6% |
| 3M | -9.6% | +7.3% | -16.9% | -11.2% |
| 6M | +12.3% | +11.7% | +0.6% | +9.0% |
| YTD | +9.5% | +28.7% | -19.3% | +1.8% |
| 1Y | +15.8% | +22.8% | -6.9% | +9.2% |
| 3Y | +157.0% | +6.6% | +150.4% | +147.9% |
| All | +147.4% | +23.2% | +124.2% | +110.3% |
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