+39.8%
BKNG vs MDLZ
-2.8%
+42.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | +1.7% | -12.3% | -10.9% |
| 30D | -18.1% | +1.1% | -19.2% | -18.2% |
| 3M | +8.5% | -1.8% | +10.4% | +8.5% |
| 6M | -0.1% | +12.3% | -12.4% | -1.1% |
| YTD | -18.2% | +18.0% | -36.3% | -19.6% |
| 1Y | -19.9% | +3.8% | -23.7% | -20.2% |
| All | +39.8% | -2.8% | +42.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling