+69.0%
F vs MDLZ
+102.9%
-33.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +3.3% | +7.9% | -4.6% | -0.3% |
| 3M | -11.3% | +8.9% | -20.2% | -14.8% |
| 6M | +5.3% | +10.5% | -5.2% | -0.2% |
| YTD | -2.2% | +27.1% | -29.4% | -14.1% |
| 1Y | -3.5% | +20.9% | -24.5% | -13.1% |
| 3Y | +49.5% | +5.5% | +44.0% | +40.9% |
| 5Y | -13.5% | +22.2% | -35.8% | -25.9% |
| 10Y | +69.0% | +106.1% | -37.1% | +17.5% |
| All | +69.0% | +102.9% | -33.9% | +17.5% |
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