+139.3%
GS vs MDLZ
+21.4%
+118.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -2.4% | +11.2% | -13.6% | -3.8% |
| 3M | -15.7% | +6.1% | -21.9% | -16.4% |
| 6M | -6.8% | +8.6% | -15.3% | -8.2% |
| YTD | -0.1% | +25.8% | -25.9% | -5.5% |
| 1Y | +12.1% | +21.7% | -9.6% | +6.9% |
| 3Y | +185.8% | +5.8% | +180.0% | +176.6% |
| All | +139.3% | +21.4% | +118.0% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling