+912.2%
BX vs MDLZ
+322.6%
+589.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -4.5% |
| 7D | -5.7% | 0.0% | -5.6% | -5.7% |
| 30D | -8.9% | +1.4% | -10.3% | -9.9% |
| 3M | +8.4% | 0.0% | +8.4% | +7.1% |
| 6M | +18.9% | +9.1% | +9.8% | +9.6% |
| YTD | -13.6% | +17.9% | -31.6% | -25.5% |
| 1Y | -22.4% | +3.2% | -25.7% | -26.6% |
| 3Y | +26.0% | -2.5% | +28.5% | +19.1% |
| 5Y | +18.8% | +17.6% | +1.2% | -3.6% |
| 10Y | +668.7% | +87.9% | +580.8% | +310.0% |
| All | +912.2% | +322.6% | +589.6% | +101.3% |
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