-8.0%
BA vs MDLZ
+3.3%
-11.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | -11.6% | -2.1% | -9.5% | -11.4% |
| 3M | -2.4% | +1.3% | -3.7% | -3.2% |
| 6M | -6.6% | +6.2% | -12.8% | -8.9% |
| YTD | -2.2% | +15.8% | -18.0% | -6.5% |
| 1Y | -8.0% | +4.1% | -12.1% | -10.3% |
| All | -8.0% | +3.3% | -11.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling