+15,819.0%
MA vs MDLZ
+435.6%
+15,383.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.5% |
| 7D | +1.3% | +2.3% | -1.0% | 0.0% |
| 30D | +9.6% | +7.9% | +1.7% | +4.8% |
| 3M | +16.8% | +7.3% | +9.5% | +11.8% |
| 6M | +35.2% | +11.7% | +23.5% | +25.8% |
| YTD | +16.6% | +28.7% | -12.2% | -1.6% |
| 1Y | +19.8% | +22.8% | -3.0% | +4.0% |
| 3Y | +70.7% | +6.6% | +64.1% | +57.3% |
| 5Y | +87.4% | +23.2% | +64.2% | +55.0% |
| 10Y | +570.0% | +108.7% | +461.3% | +292.7% |
| All | +15,819.0% | +435.6% | +15,383.4% | +4,546.9% |
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