+241.7%
BKR vs MDLZ
+460.5%
-218.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.7% | -6.7% |
| 7D | -6.7% | +1.7% | -8.3% | -7.4% |
| 30D | -8.3% | +1.1% | -9.5% | -8.9% |
| 3M | -5.4% | -1.8% | -3.5% | -5.3% |
| 6M | +0.8% | +12.3% | -11.5% | -5.6% |
| YTD | +31.8% | +18.0% | +13.8% | +20.2% |
| 1Y | +28.6% | +3.8% | +24.8% | +24.2% |
| 3Y | +71.2% | -2.4% | +73.6% | +65.8% |
| 5Y | +179.2% | +18.4% | +160.8% | +139.5% |
| 10Y | +124.0% | +88.1% | +35.9% | +49.4% |
| All | +241.7% | +460.5% | -218.9% | +29.0% |
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 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