+20.4%
MCD vs MDLZ
+16.9%
+3.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | -6.1% | -1.6% | -4.6% | -5.6% |
| 3M | -7.3% | +0.9% | -8.1% | -7.8% |
| 6M | -20.9% | +7.3% | -28.3% | -23.6% |
| YTD | -14.7% | +16.4% | -31.1% | -20.7% |
| 1Y | -16.1% | +3.0% | -19.1% | -17.7% |
| 3Y | -1.5% | -3.7% | +2.2% | -1.5% |
| 5Y | +20.4% | +15.6% | +4.8% | +8.0% |
| All | +20.4% | +16.9% | +3.5% | +8.0% |
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