+231.1%
GM vs MDLZ
+86.5%
+144.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -1.1% | +0.4% | -1.5% | -1.4% |
| 3M | +6.1% | -0.6% | +6.7% | +5.9% |
| 6M | +15.0% | +14.7% | +0.2% | +6.9% |
| YTD | +6.0% | +18.0% | -12.0% | -3.4% |
| 1Y | +47.1% | +4.1% | +43.0% | +42.1% |
| 3Y | +170.5% | -4.6% | +175.1% | +166.1% |
| 5Y | +80.5% | +18.4% | +62.1% | +55.0% |
| All | +231.1% | +86.5% | +144.5% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling