+131.6%
C vs MDLZ
+16.9%
+114.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +1.3% | -1.6% | +2.9% | +1.5% |
| 3M | +3.1% | +0.9% | +2.2% | +2.6% |
| 6M | +29.6% | +7.3% | +22.3% | +27.2% |
| YTD | +19.0% | +16.4% | +2.5% | +13.7% |
| 1Y | +45.6% | +3.0% | +42.7% | +43.8% |
| 3Y | +269.3% | -3.7% | +273.0% | +265.4% |
| 5Y | +131.6% | +15.6% | +116.0% | +100.0% |
| All | +131.6% | +16.9% | +114.6% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling