+218.7%
BMY vs MDLZ
+460.1%
-241.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -0.7% | +1.4% | -2.1% | -1.2% |
| 3M | +15.3% | 0.0% | +15.3% | +15.0% |
| 6M | +8.5% | +9.1% | -0.6% | +4.6% |
| YTD | +23.4% | +17.9% | +5.5% | +15.4% |
| 1Y | +42.9% | +3.2% | +39.7% | +40.0% |
| 3Y | +22.0% | -2.5% | +24.4% | +20.8% |
| 5Y | +24.3% | +17.6% | +6.7% | +13.9% |
| 10Y | +64.6% | +87.9% | -23.3% | +24.6% |
| All | +218.7% | +460.1% | -241.4% | +59.1% |
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