+67.3%
MA vs MDLZ
+15.5%
+51.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | -1.6% | +3.0% | +1.9% |
| 3M | +17.7% | +0.9% | +16.9% | +17.0% |
| 6M | +9.7% | +7.3% | +2.3% | +6.5% |
| YTD | +0.5% | +16.4% | -16.0% | -6.1% |
| 1Y | -2.1% | +3.0% | -5.0% | -3.9% |
| 3Y | +40.1% | -3.7% | +43.8% | +38.8% |
| All | +67.3% | +15.5% | +51.8% | +40.4% |
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