+166.7%
GE vs MDLZ
+453.0%
-286.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -9.5% | -1.6% | -7.9% | -9.0% |
| 3M | +4.1% | +0.9% | +3.2% | +2.7% |
| 6M | +3.9% | +7.3% | -3.4% | -0.7% |
| YTD | +9.0% | +16.4% | -7.4% | -0.5% |
| 1Y | +21.9% | +3.0% | +19.0% | +17.9% |
| 3Y | +281.8% | -3.7% | +285.5% | +270.0% |
| 5Y | +436.7% | +15.6% | +421.1% | +369.0% |
| 10Y | +151.5% | +79.0% | +72.6% | +71.2% |
| All | +166.7% | +453.0% | -286.2% | -10.0% |
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