+816.6%
GLD vs MDLZ
+371.7%
+444.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | -2.1% | +6.5% | +4.5% |
| 3M | -1.1% | +1.3% | -2.4% | -1.2% |
| 6M | -13.8% | +6.2% | -20.0% | -14.0% |
| YTD | +2.6% | +15.8% | -13.1% | +2.1% |
| 1Y | +24.5% | +4.1% | +20.4% | +24.3% |
| 3Y | +125.8% | -4.1% | +129.9% | +125.8% |
| 5Y | +137.8% | +13.4% | +124.4% | +136.6% |
| 10Y | +221.4% | +75.7% | +145.6% | +219.0% |
| All | +816.6% | +371.7% | +444.8% | +789.0% |
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