+60.7%
BMY vs MDLZ
+86.5%
-25.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.8% | +1.9% | -6.7% | -5.4% |
| 30D | -0.1% | +0.4% | -0.5% | -0.3% |
| 3M | +13.1% | -0.6% | +13.7% | +13.0% |
| 6M | +8.4% | +14.7% | -6.3% | +2.7% |
| YTD | +22.0% | +18.0% | +4.0% | +14.0% |
| 1Y | +40.3% | +4.1% | +36.2% | +37.2% |
| 3Y | +20.5% | -4.6% | +25.1% | +20.6% |
| 5Y | +23.7% | +18.4% | +5.4% | +12.6% |
| All | +60.7% | +86.5% | -25.8% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling