+302.9%
BA vs MDLZ
+502.3%
-199.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | +2.2% | -2.1% | -1.1% |
| 30D | -8.9% | +10.1% | -19.1% | -13.5% |
| 3M | -25.5% | +9.1% | -34.6% | -29.1% |
| 6M | -27.0% | +10.0% | -36.9% | -31.3% |
| YTD | -20.1% | +26.8% | -47.0% | -30.8% |
| 1Y | -11.0% | +22.5% | -33.5% | -21.5% |
| 3Y | -11.8% | +5.3% | -17.1% | -18.2% |
| 5Y | -20.6% | +21.4% | -42.1% | -32.7% |
| 10Y | +26.6% | +102.0% | -75.4% | -16.9% |
| All | +302.9% | +502.3% | -199.4% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling