+23.4%
MCD vs MDLZ
+21.8%
+1.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | +16.6% | +7.9% | +8.7% | +13.0% |
| 3M | +0.9% | +8.9% | -8.0% | -2.6% |
| 6M | +1.5% | +10.5% | -9.0% | -2.9% |
| YTD | -8.3% | +27.1% | -35.5% | -17.9% |
| 1Y | -8.1% | +20.9% | -29.1% | -15.9% |
| 3Y | +10.3% | +5.5% | +4.8% | +6.3% |
| 5Y | +23.4% | +22.2% | +1.2% | +7.1% |
| All | +23.4% | +21.8% | +1.6% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling