+1,588.6%
GS vs MDLZ
+449.8%
+1,138.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | -1.7% | +2.7% | +1.8% |
| 30D | -1.6% | -2.1% | +0.5% | -0.7% |
| 3M | -4.5% | +1.3% | -5.8% | -6.4% |
| 6M | +20.9% | +6.2% | +14.7% | +15.3% |
| YTD | +19.9% | +15.8% | +4.1% | +8.3% |
| 1Y | +41.4% | +4.1% | +37.3% | +34.6% |
| 3Y | +239.2% | -4.1% | +243.3% | +227.1% |
| 5Y | +185.0% | +13.4% | +171.7% | +147.0% |
| 10Y | +655.0% | +75.7% | +579.2% | +399.2% |
| All | +1,588.6% | +449.8% | +1,138.7% | +464.5% |
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 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