+1,264.4%
BE vs MDLZ
+17.7%
+1,246.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +9.0% | +1.9% | +7.2% | +9.2% |
| 30D | +16.3% | +0.4% | +15.9% | +16.3% |
| 3M | +10.8% | -0.6% | +11.4% | +11.3% |
| 6M | +73.2% | +14.7% | +58.5% | +70.8% |
| YTD | +217.4% | +18.0% | +199.4% | +210.5% |
| 1Y | +309.8% | +4.1% | +305.7% | +305.4% |
| 3Y | +1,726.2% | -4.6% | +1,730.7% | +1,703.8% |
| All | +1,264.4% | +17.7% | +1,246.8% | +1,039.2% |
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