+15,612.2%
MA vs MDLZ
+427.9%
+15,184.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +7.9% | +8.2% | -0.3% | +3.0% |
| 3M | +16.8% | +8.0% | +8.8% | +11.4% |
| 6M | +31.0% | +9.7% | +21.2% | +23.2% |
| YTD | +15.0% | +26.9% | -11.8% | -2.0% |
| 1Y | +17.0% | +20.9% | -3.9% | +2.6% |
| 3Y | +68.5% | +5.3% | +63.1% | +56.3% |
| 5Y | +85.0% | +21.4% | +63.6% | +54.3% |
| 10Y | +561.3% | +105.7% | +455.7% | +290.9% |
| All | +15,612.2% | +427.9% | +15,184.3% | +4,525.8% |
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