-13.6%
BKNG vs MDLZ
+22.7%
-36.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.4% | +8.8% |
| 7D | +15.6% | +8.9% | +6.7% | +13.1% |
| 30D | +8.0% | +15.2% | -7.2% | +4.6% |
| 3M | -11.8% | +9.5% | -21.3% | -13.6% |
| 6M | +3.8% | +11.7% | -7.9% | +1.1% |
| YTD | -19.6% | +28.4% | -48.0% | -21.8% |
| 1Y | -13.6% | +24.4% | -38.0% | -14.7% |
| All | -13.6% | +22.7% | -36.2% | -14.7% |
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