-6.1%
F vs MDLZ
+22.7%
-28.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.1% | +2.3% | -5.4% | -3.5% |
| 30D | 0.0% | +7.9% | -7.9% | -1.0% |
| 3M | -13.2% | +7.3% | -20.5% | -14.1% |
| 6M | -10.2% | +11.7% | -21.9% | -11.3% |
| YTD | -4.9% | +28.7% | -33.7% | -11.3% |
| 1Y | -6.1% | +22.8% | -28.9% | -8.7% |
| All | -6.1% | +22.7% | -28.7% | -8.7% |
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