+39.4%
GM vs MDLZ
+22.7%
+16.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.2% | +4.1% |
| 7D | +12.1% | +8.9% | +3.2% | +10.9% |
| 30D | +15.2% | +15.2% | 0.0% | +13.2% |
| 3M | +4.9% | +9.5% | -4.6% | +3.6% |
| 6M | +22.6% | +11.7% | +10.9% | +21.0% |
| YTD | +14.4% | +28.4% | -14.0% | +7.7% |
| 1Y | +39.4% | +24.4% | +15.0% | +34.3% |
| All | +39.4% | +22.7% | +16.8% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling