-52.2%
C vs MDLZ
+511.4%
-563.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.9% |
| 7D | +4.2% | +2.3% | +1.9% | +2.7% |
| 30D | +2.0% | +7.9% | -6.0% | -3.0% |
| 3M | -10.1% | +7.3% | -17.4% | -14.5% |
| 6M | +1.0% | +11.7% | -10.7% | -7.5% |
| YTD | +8.5% | +28.7% | -20.3% | -10.9% |
| 1Y | +25.7% | +22.8% | +3.0% | +6.4% |
| 3Y | +216.0% | +6.6% | +209.4% | +181.8% |
| 5Y | +112.3% | +23.2% | +89.1% | +67.0% |
| 10Y | +217.8% | +108.7% | +109.1% | +68.0% |
| All | -52.2% | +511.4% | -563.6% | -88.9% |
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