+1,373.4%
GS vs MDLZ
+501.4%
+871.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +1.2% | +10.0% | -8.8% | -3.7% |
| 3M | -12.4% | +7.1% | -19.5% | -15.8% |
| 6M | -2.3% | +9.8% | -12.1% | -8.4% |
| YTD | +4.6% | +26.6% | -22.0% | -10.0% |
| 1Y | +17.5% | +20.3% | -2.8% | +3.8% |
| 3Y | +202.0% | +5.4% | +196.6% | +177.4% |
| 5Y | +152.4% | +22.2% | +130.1% | +110.3% |
| 10Y | +478.5% | +92.2% | +386.4% | +266.3% |
| All | +1,373.4% | +501.4% | +871.9% | +369.2% |
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 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