+199.8%
GS vs MDLZ
+7.0%
+192.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.5% |
| 7D | +5.9% | +2.3% | +3.6% | +6.1% |
| 30D | +4.3% | +7.9% | -3.6% | +5.3% |
| 3M | -11.7% | +7.3% | -18.9% | -10.9% |
| 6M | -3.2% | +11.7% | -14.9% | -1.8% |
| YTD | +5.8% | +28.7% | -22.9% | +6.9% |
| 1Y | +16.0% | +22.8% | -6.7% | +17.4% |
| 3Y | +199.8% | +6.6% | +193.2% | +200.5% |
| All | +199.8% | +7.0% | +192.7% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling