+240.0%
GM vs MDLZ
+342.2%
-102.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | +1.7% | -2.7% | -1.8% |
| 30D | -3.4% | +1.1% | -4.5% | -4.0% |
| 3M | +8.7% | -1.8% | +10.5% | +9.0% |
| 6M | +15.4% | +12.3% | +3.1% | +8.1% |
| YTD | +6.6% | +18.0% | -11.4% | -3.2% |
| 1Y | +51.5% | +3.8% | +47.7% | +46.2% |
| 3Y | +169.3% | -2.4% | +171.8% | +161.0% |
| 5Y | +81.6% | +18.4% | +63.1% | +57.0% |
| 10Y | +240.7% | +88.1% | +152.6% | +128.7% |
| All | +240.0% | +342.2% | -102.2% | +13.7% |
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