+37.3%
GS vs MDLZ
+4.4%
+32.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.4% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -0.1% | +1.4% | -1.5% | +0.4% |
| 3M | +0.2% | 0.0% | +0.2% | +0.8% |
| 6M | +24.8% | +9.1% | +15.7% | +26.2% |
| YTD | +18.8% | +17.9% | +0.8% | +20.1% |
| 1Y | +37.3% | +3.2% | +34.1% | +38.5% |
| All | +37.3% | +4.4% | +32.9% | +38.5% |
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