+391.9%
BAC vs MDLZ
+86.6%
+305.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.3% | +1.7% | -1.9% | -1.0% |
| 30D | -1.8% | +1.1% | -2.9% | -2.3% |
| 3M | +15.3% | -1.8% | +17.1% | +15.6% |
| 6M | +30.2% | +12.3% | +17.9% | +22.2% |
| YTD | +15.6% | +18.0% | -2.5% | +5.0% |
| 1Y | +27.5% | +3.8% | +23.6% | +23.1% |
| 3Y | +137.0% | -2.4% | +139.4% | +129.4% |
| 5Y | +75.6% | +18.4% | +57.2% | +48.7% |
| All | +391.9% | +86.6% | +305.2% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling