-2.2%
MA vs MDLZ
+3.3%
-5.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | +1.5% | -2.1% | +3.6% | +1.9% |
| 3M | +20.4% | +1.3% | +19.1% | +19.9% |
| 6M | +11.1% | +6.2% | +4.9% | +9.9% |
| YTD | +2.0% | +15.8% | -13.8% | -0.4% |
| 1Y | -2.2% | +4.1% | -6.3% | -1.9% |
| All | -2.2% | +3.3% | -5.4% | -1.9% |
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