+220.6%
BAC vs MDLZ
+511.4%
-290.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.1% |
| 7D | +3.2% | +2.3% | +0.9% | +1.8% |
| 30D | -0.7% | +7.9% | -8.7% | -5.5% |
| 3M | -20.0% | +7.3% | -27.2% | -23.8% |
| 6M | +3.4% | +11.7% | -8.3% | -4.8% |
| YTD | -5.7% | +28.7% | -34.5% | -21.8% |
| 1Y | -1.4% | +22.8% | -24.2% | -15.8% |
| 3Y | +97.9% | +6.6% | +91.3% | +78.1% |
| 5Y | +22.9% | +23.2% | -0.3% | -1.6% |
| 10Y | +235.3% | +108.7% | +126.6% | +81.2% |
| All | +220.6% | +511.4% | -290.8% | -25.3% |
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 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