-47.2%
C vs MDLZ
+449.8%
-497.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.6% | -1.7% | +5.4% | +4.7% |
| 30D | +0.1% | -2.1% | +2.2% | +1.2% |
| 3M | +2.4% | +1.3% | +1.1% | +0.2% |
| 6M | +24.9% | +6.2% | +18.7% | +17.9% |
| YTD | +19.8% | +15.8% | +4.0% | +5.6% |
| 1Y | +44.9% | +4.1% | +40.7% | +36.3% |
| 3Y | +263.0% | -4.1% | +267.1% | +245.9% |
| 5Y | +129.5% | +13.4% | +116.2% | +90.3% |
| 10Y | +291.6% | +75.7% | +215.9% | +131.0% |
| All | -47.2% | +449.8% | -497.1% | -86.8% |
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 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