+73.1%
BAC vs MDLZ
+17.0%
+56.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | -1.4% | +1.4% | -2.8% | -1.7% |
| 3M | +15.7% | 0.0% | +15.7% | +15.4% |
| 6M | +32.2% | +9.1% | +23.0% | +28.7% |
| YTD | +15.8% | +17.9% | -2.2% | +9.6% |
| 1Y | +27.3% | +3.2% | +24.0% | +25.4% |
| 3Y | +137.5% | -2.5% | +139.9% | +133.3% |
| 5Y | +73.1% | +17.6% | +55.5% | +45.3% |
| All | +73.1% | +17.0% | +56.1% | +45.3% |
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