+74.6%
BA vs MDLZ
+83.6%
-9.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -11.3% | +1.4% | -12.8% | -12.1% |
| 3M | -3.8% | 0.0% | -3.8% | -4.7% |
| 6M | -8.3% | +9.1% | -17.4% | -13.8% |
| YTD | -4.9% | +17.9% | -22.9% | -15.0% |
| 1Y | -10.1% | +3.2% | -13.3% | -13.3% |
| 3Y | -2.3% | -2.5% | +0.2% | -6.4% |
| 5Y | -3.5% | +17.6% | -21.1% | -21.0% |
| 10Y | +74.6% | +87.9% | -13.4% | +12.1% |
| All | +74.6% | +83.6% | -9.0% | +12.1% |
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