+44.9%
F vs MDLZ
+449.8%
-405.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | -1.7% | +7.1% | +6.3% |
| 30D | +4.6% | -2.1% | +6.7% | +5.7% |
| 3M | -3.7% | +1.3% | -5.0% | -5.0% |
| 6M | +16.8% | +6.2% | +10.6% | +11.9% |
| YTD | +15.3% | +15.8% | -0.5% | +5.1% |
| 1Y | +31.0% | +4.1% | +26.9% | +25.9% |
| 3Y | +45.4% | -4.1% | +49.5% | +42.6% |
| 5Y | +54.7% | +13.4% | +41.3% | +37.8% |
| 10Y | +98.2% | +75.7% | +22.5% | +34.9% |
| All | +44.9% | +449.8% | -405.0% | -47.9% |
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 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