+53.5%
F vs MDLZ
+5.2%
+48.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +2.9% | +10.0% | -7.1% | +1.3% |
| 3M | -9.5% | +7.1% | -16.5% | -10.5% |
| 6M | +4.0% | +9.8% | -5.8% | +2.4% |
| YTD | -1.3% | +26.6% | -27.9% | -5.7% |
| 1Y | -1.9% | +20.3% | -22.3% | -5.4% |
| 3Y | +53.5% | +5.4% | +48.1% | +54.4% |
| All | +53.5% | +5.2% | +48.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling