-22.1%
BA vs MDLZ
+21.4%
-43.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -7.9% | +11.2% | -19.1% | -10.6% |
| 3M | -25.3% | +6.1% | -31.5% | -26.6% |
| 6M | -24.6% | +8.6% | -33.1% | -26.7% |
| YTD | -20.1% | +25.8% | -46.0% | -26.3% |
| 1Y | -11.8% | +21.7% | -33.4% | -17.7% |
| 3Y | -10.1% | +5.8% | -15.9% | -14.7% |
| All | -22.1% | +21.4% | -43.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling