-0.3%
BA vs MDLZ
-4.0%
+3.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | 0.0% | +2.4% | +2.5% |
| 30D | -10.1% | -1.6% | -8.5% | -10.0% |
| 3M | -2.4% | +0.9% | -3.3% | -2.7% |
| 6M | -8.8% | +7.3% | -16.2% | -9.8% |
| YTD | -2.9% | +16.4% | -19.4% | -4.7% |
| 1Y | -8.8% | +3.0% | -11.7% | -9.6% |
| 3Y | -0.3% | -3.7% | +3.5% | -4.6% |
| All | -0.3% | -4.0% | +3.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling