+269.3%
C vs MDLZ
-4.0%
+273.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +1.3% | -1.6% | +2.9% | +1.2% |
| 3M | +3.1% | +0.9% | +2.2% | +3.1% |
| 6M | +29.6% | +7.3% | +22.3% | +29.4% |
| YTD | +19.0% | +16.4% | +2.5% | +17.7% |
| 1Y | +45.6% | +3.0% | +42.7% | +45.6% |
| 3Y | +269.3% | -3.7% | +273.0% | +268.4% |
| All | +269.3% | -4.0% | +273.2% | +268.4% |
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