+627.7%
GEV vs MDLZ
-4.6%
+632.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -4.0% | +1.4% | -5.5% | -3.3% |
| 3M | +3.4% | 0.0% | +3.4% | +5.0% |
| 6M | +14.7% | +9.1% | +5.6% | +19.2% |
| YTD | +45.8% | +17.9% | +27.8% | +56.0% |
| 1Y | +57.4% | +3.2% | +54.1% | +60.9% |
| All | +627.7% | -4.6% | +632.2% | +658.6% |
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