+437.1%
GS vs MDLZ
+105.1%
+332.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +5.1% | -0.4% | +5.5% | +5.3% |
| 30D | +2.4% | +8.2% | -5.8% | -0.8% |
| 3M | -11.5% | +8.0% | -19.5% | -14.4% |
| 6M | -2.5% | +9.7% | -12.3% | -7.3% |
| YTD | +5.5% | +26.9% | -21.4% | -7.0% |
| 1Y | +11.0% | +20.9% | -9.9% | +0.1% |
| 3Y | +200.1% | +5.3% | +194.8% | +180.5% |
| 5Y | +154.7% | +21.4% | +133.3% | +114.6% |
| All | +437.1% | +105.1% | +332.0% | +274.9% |
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