+1,250.7%
RTX vs MDLZ
+453.0%
+797.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -10.6% | -1.6% | -9.0% | -10.1% |
| 3M | +11.6% | +0.9% | +10.8% | +10.5% |
| 6M | -4.5% | +7.3% | -11.8% | -8.5% |
| YTD | +9.6% | +16.4% | -6.9% | +0.6% |
| 1Y | +30.8% | +3.0% | +27.9% | +26.9% |
| 3Y | +152.8% | -3.7% | +156.6% | +147.3% |
| 5Y | +167.1% | +15.6% | +151.5% | +135.7% |
| 10Y | +275.2% | +79.0% | +196.2% | +165.8% |
| All | +1,250.7% | +453.0% | +797.7% | +404.0% |
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