+24.1%
F vs MDLZ
+501.4%
-477.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +2.9% | +10.0% | -7.1% | -2.1% |
| 3M | -9.5% | +7.1% | -16.5% | -12.8% |
| 6M | +4.0% | +9.8% | -5.8% | -1.8% |
| YTD | -1.3% | +26.6% | -27.9% | -14.2% |
| 1Y | -1.9% | +20.3% | -22.3% | -12.4% |
| 3Y | +53.5% | +5.4% | +48.1% | +43.5% |
| 5Y | -15.1% | +22.2% | -37.4% | -27.3% |
| 10Y | +81.0% | +92.2% | -11.2% | +17.9% |
| All | +24.1% | +501.4% | -477.3% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling