-8.5%
BX vs MDLZ
+22.7%
-31.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.8% | +6.0% |
| 7D | +8.3% | +8.9% | -0.6% | +7.9% |
| 30D | +13.5% | +15.2% | -1.7% | +13.5% |
| 3M | -7.6% | +9.5% | -17.1% | -7.8% |
| 6M | +4.0% | +11.7% | -7.6% | +3.8% |
| YTD | -15.2% | +28.4% | -43.6% | -19.0% |
| 1Y | -8.5% | +24.4% | -32.9% | -10.6% |
| All | -8.5% | +22.7% | -31.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling