+499.0%
MA vs MDLZ
+86.6%
+412.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | +1.7% | -5.1% | -4.3% |
| 30D | +0.7% | +1.1% | -0.4% | 0.0% |
| 3M | +15.8% | -1.8% | +17.6% | +16.5% |
| 6M | +10.2% | +12.3% | -2.1% | +2.8% |
| YTD | -0.5% | +18.0% | -18.5% | -10.6% |
| 1Y | -1.8% | +3.8% | -5.6% | -5.4% |
| 3Y | +38.7% | -2.4% | +41.2% | +34.9% |
| 5Y | +67.6% | +18.4% | +49.2% | +41.0% |
| All | +499.0% | +86.6% | +412.3% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling