+55.3%
BE vs MDLZ
+22.7%
+32.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.8% | -3.6% |
| 7D | -12.1% | +8.9% | -21.0% | -5.7% |
| 30D | -30.1% | +15.2% | -45.3% | -21.9% |
| 3M | -12.1% | +9.5% | -21.6% | -4.6% |
| 6M | -30.6% | +11.7% | -42.2% | -23.2% |
| YTD | +130.6% | +28.4% | +102.2% | +119.4% |
| 1Y | +55.3% | +24.4% | +30.9% | +47.5% |
| All | +55.3% | +22.7% | +32.6% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling