+140.0%
GLD vs MDLZ
+17.0%
+123.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +0.2% | +1.4% | -1.2% | +0.1% |
| 3M | +3.2% | 0.0% | +3.2% | +3.2% |
| 6M | -14.6% | +9.1% | -23.8% | -15.4% |
| YTD | +1.8% | +17.9% | -16.2% | +0.3% |
| 1Y | +20.7% | +3.2% | +17.5% | +20.3% |
| 3Y | +126.5% | -2.5% | +129.0% | +126.4% |
| 5Y | +140.0% | +17.6% | +122.5% | +136.5% |
| All | +140.0% | +17.0% | +123.0% | +136.5% |
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 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