+43.7%
F vs MDLZ
+17.0%
+26.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.4% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -2.9% | +1.4% | -4.3% | -3.4% |
| 3M | -9.1% | 0.0% | -9.1% | -9.3% |
| 6M | +12.9% | +9.1% | +3.8% | +8.3% |
| YTD | +6.1% | +17.9% | -11.9% | -2.0% |
| 1Y | +22.5% | +3.2% | +19.3% | +19.7% |
| 3Y | +32.1% | -2.5% | +34.5% | +29.6% |
| 5Y | +43.7% | +17.6% | +26.2% | +19.7% |
| All | +43.7% | +17.0% | +26.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling