+217.4%
BAC vs MDLZ
+502.5%
-285.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.8% |
| 30D | -6.4% | +8.2% | -14.6% | -11.1% |
| 3M | -21.7% | +8.0% | -29.7% | -25.7% |
| 6M | +0.5% | +9.7% | -9.2% | -6.5% |
| YTD | -6.7% | +26.9% | -33.6% | -21.9% |
| 1Y | -4.7% | +20.9% | -25.6% | -17.8% |
| 3Y | +96.1% | +5.3% | +90.8% | +77.7% |
| 5Y | +21.7% | +21.4% | +0.3% | -1.7% |
| 10Y | +232.0% | +105.7% | +126.3% | +81.0% |
| All | +217.4% | +502.5% | -285.1% | -25.4% |
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