+84.1%
F vs MDLZ
+83.6%
+0.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.5% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -2.9% | +1.4% | -4.3% | -3.6% |
| 3M | -9.1% | 0.0% | -9.1% | -9.5% |
| 6M | +12.9% | +9.1% | +3.8% | +7.4% |
| YTD | +6.1% | +17.9% | -11.9% | -3.1% |
| 1Y | +22.5% | +3.2% | +19.3% | +18.9% |
| 3Y | +32.1% | -2.5% | +34.5% | +29.0% |
| 5Y | +43.7% | +17.6% | +26.2% | +25.9% |
| 10Y | +84.1% | +87.9% | -3.8% | +31.4% |
| All | +84.1% | +83.6% | +0.5% | +31.4% |
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 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