+181.3%
MCD vs MDLZ
+83.6%
+97.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | -2.9% | 0.0% | -2.8% | -2.9% |
| 30D | -6.7% | +1.4% | -8.2% | -7.4% |
| 3M | -9.6% | 0.0% | -9.6% | -9.8% |
| 6M | -22.3% | +9.1% | -31.4% | -26.0% |
| YTD | -15.4% | +17.9% | -33.4% | -22.8% |
| 1Y | -16.8% | +3.2% | -20.0% | -18.9% |
| 3Y | -2.4% | -2.5% | +0.1% | -3.5% |
| 5Y | +19.4% | +17.6% | +1.8% | +5.6% |
| 10Y | +181.3% | +87.9% | +93.4% | +107.9% |
| All | +181.3% | +83.6% | +97.7% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling