+1,008.9%
BE vs MDLZ
+83.3%
+925.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.1% | +9.4% |
| 7D | +29.8% | 0.0% | +29.7% | +29.7% |
| 30D | +26.4% | -1.6% | +28.0% | +26.9% |
| 3M | +9.3% | +0.9% | +8.4% | +6.6% |
| 6M | +105.1% | +7.3% | +97.7% | +94.0% |
| YTD | +219.0% | +16.4% | +202.6% | +188.6% |
| 1Y | +418.8% | +3.0% | +415.8% | +394.9% |
| 3Y | +1,784.6% | -3.7% | +1,788.3% | +1,677.1% |
| 5Y | +1,251.0% | +15.6% | +1,235.4% | +965.4% |
| All | +1,008.9% | +83.3% | +925.6% | +649.2% |
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 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