-10.6%
BA vs MDLZ
+22.7%
-33.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | +1.9% |
| 7D | +5.9% | +8.9% | -3.0% | +5.3% |
| 30D | -8.2% | +15.2% | -23.4% | -9.0% |
| 3M | -25.4% | +9.5% | -34.9% | -25.8% |
| 6M | -20.0% | +11.7% | -31.7% | -21.0% |
| YTD | -18.5% | +28.4% | -46.9% | -21.7% |
| 1Y | -10.6% | +24.4% | -35.1% | -13.9% |
| All | -10.6% | +22.7% | -33.3% | -13.9% |
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