+35.2%
MA vs MDLZ
+12.1%
+23.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +1.3% | +2.3% | -1.0% | +0.4% |
| 30D | +9.6% | +7.9% | +1.7% | +6.8% |
| 3M | +16.8% | +7.3% | +9.5% | +14.0% |
| 6M | +35.2% | +11.7% | +23.5% | +28.9% |
| All | +35.2% | +12.1% | +23.1% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling