+293.9%
BAC vs MDLZ
+449.8%
-155.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | -1.7% | +2.8% | +2.2% |
| 30D | -0.4% | -2.1% | +1.7% | +0.7% |
| 3M | +16.9% | +1.3% | +15.6% | +14.9% |
| 6M | +26.6% | +6.2% | +20.4% | +20.1% |
| YTD | +15.8% | +15.8% | 0.0% | +3.0% |
| 1Y | +27.2% | +4.1% | +23.0% | +20.5% |
| 3Y | +132.4% | -4.1% | +136.5% | +123.4% |
| 5Y | +72.6% | +13.4% | +59.2% | +45.6% |
| 10Y | +389.7% | +75.7% | +314.0% | +194.1% |
| All | +293.9% | +449.8% | -155.9% | -1.6% |
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