+13,824.1%
MA vs MDLZ
+381.7%
+13,442.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.7% | -1.7% | -1.0% | -1.7% |
| 30D | +1.5% | -2.1% | +3.6% | +2.7% |
| 3M | +20.4% | +1.3% | +19.1% | +18.9% |
| 6M | +11.1% | +6.2% | +4.9% | +6.3% |
| YTD | +2.0% | +15.8% | -13.8% | -8.2% |
| 1Y | -2.2% | +4.1% | -6.3% | -6.4% |
| 3Y | +41.9% | -4.1% | +46.0% | +38.8% |
| 5Y | +75.4% | +13.4% | +62.0% | +52.1% |
| 10Y | +527.5% | +75.7% | +451.8% | +306.7% |
| All | +13,824.1% | +381.7% | +13,442.4% | +4,232.9% |
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 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