+292.4%
C vs MDLZ
+86.5%
+205.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +1.9% | -1.1% | 0.0% |
| 30D | +0.9% | +0.4% | +0.5% | +0.6% |
| 3M | +1.1% | -0.6% | +1.7% | +0.6% |
| 6M | +28.4% | +14.7% | +13.7% | +19.0% |
| YTD | +20.8% | +18.0% | +2.8% | +9.1% |
| 1Y | +43.4% | +4.1% | +39.3% | +37.8% |
| 3Y | +274.9% | -4.6% | +279.5% | +266.1% |
| 5Y | +136.7% | +18.4% | +118.3% | +97.1% |
| All | +292.4% | +86.5% | +205.9% | +171.8% |
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 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