+700.9%
GLD vs MDLZ
+424.5%
+276.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -4.6% | +2.3% | -6.9% | -4.6% |
| 30D | -5.5% | +7.9% | -13.4% | -5.7% |
| 3M | -10.9% | +7.3% | -18.2% | -11.1% |
| 6M | -17.4% | +11.7% | -29.1% | -17.7% |
| YTD | -10.3% | +28.7% | -39.1% | -11.1% |
| 1Y | -7.2% | +22.8% | -29.9% | -7.8% |
| 3Y | +96.9% | +6.6% | +90.3% | +96.3% |
| 5Y | +103.8% | +23.2% | +80.6% | +102.2% |
| 10Y | +203.5% | +108.7% | +94.8% | +200.5% |
| All | +700.9% | +424.5% | +276.4% | +674.4% |
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