-3.5%
F vs MDLZ
+22.0%
-25.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +3.3% | +7.9% | -4.6% | +2.4% |
| 3M | -11.3% | +8.9% | -20.2% | -12.2% |
| 6M | +5.3% | +10.5% | -5.2% | +4.2% |
| YTD | -2.2% | +27.1% | -29.4% | -8.6% |
| 1Y | -3.5% | +20.9% | -24.5% | -5.9% |
| All | -3.5% | +22.0% | -25.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling