+393.3%
BA vs MDLZ
+449.8%
-56.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.2% | -1.7% | +2.9% | +2.1% |
| 30D | -11.6% | -2.1% | -9.5% | -10.8% |
| 3M | -2.4% | +1.3% | -3.7% | -3.9% |
| 6M | -6.6% | +6.2% | -12.8% | -10.5% |
| YTD | -2.2% | +15.8% | -18.0% | -10.9% |
| 1Y | -8.0% | +4.1% | -12.1% | -11.5% |
| 3Y | -5.0% | -4.1% | -0.9% | -7.5% |
| 5Y | -2.7% | +13.4% | -16.1% | -14.4% |
| 10Y | +75.9% | +75.7% | +0.1% | +23.9% |
| All | +393.3% | +449.8% | -56.6% | +79.5% |
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