+9.7%
MCD vs MDLZ
+5.7%
+4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | +16.6% | +7.9% | +8.7% | +13.6% |
| 3M | +0.9% | +8.9% | -8.0% | -2.1% |
| 6M | +1.5% | +10.5% | -9.0% | -2.2% |
| YTD | -8.3% | +27.1% | -35.5% | -16.3% |
| 1Y | -8.1% | +20.9% | -29.1% | -14.6% |
| All | +9.7% | +5.7% | +4.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling