+199.5%
MCHP vs MDLZ
+86.5%
+112.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | -6.0% | +0.4% | -6.5% | -6.4% |
| 3M | -19.7% | -0.6% | -19.1% | -20.6% |
| 6M | +14.0% | +14.7% | -0.7% | +3.4% |
| YTD | +18.4% | +18.0% | +0.4% | +4.7% |
| 1Y | +17.1% | +4.1% | +13.0% | +11.1% |
| 3Y | +0.7% | -4.6% | +5.3% | -2.5% |
| 5Y | +5.1% | +18.4% | -13.3% | -14.4% |
| All | +199.5% | +86.5% | +112.9% | +92.3% |
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