-11.9%
BA vs MDLZ
+22.7%
-34.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | -7.1% | +7.9% | -15.1% | -7.6% |
| 3M | -25.5% | +7.3% | -32.8% | -25.8% |
| 6M | -28.7% | +11.7% | -40.4% | -29.6% |
| YTD | -21.0% | +28.7% | -49.8% | -24.3% |
| 1Y | -11.9% | +22.8% | -34.6% | -13.8% |
| All | -11.9% | +22.7% | -34.5% | -13.8% |
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 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