+20.7%
BMY vs MDLZ
-2.8%
+23.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.4% | +1.7% | -8.0% | -6.8% |
| 30D | +0.2% | +1.1% | -0.9% | -0.2% |
| 3M | +16.0% | -1.8% | +17.8% | +16.2% |
| 6M | +8.3% | +12.3% | -4.0% | +4.1% |
| YTD | +22.2% | +18.0% | +4.1% | +15.5% |
| 1Y | +41.7% | +3.8% | +37.9% | +39.9% |
| All | +20.7% | -2.8% | +23.6% | +17.8% |
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