+23.3%
BA vs MDLZ
+108.1%
-84.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | -1.1% | +2.3% | -3.4% | -2.3% |
| 30D | -7.1% | +7.9% | -15.1% | -11.1% |
| 3M | -25.5% | +7.3% | -32.8% | -28.6% |
| 6M | -28.7% | +11.7% | -40.4% | -33.8% |
| YTD | -21.0% | +28.7% | -49.8% | -33.1% |
| 1Y | -11.9% | +22.8% | -34.6% | -23.3% |
| 3Y | -16.2% | +6.6% | -22.7% | -23.6% |
| 5Y | -22.4% | +23.2% | -45.6% | -38.1% |
| All | +23.3% | +108.1% | -84.8% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling