+79.0%
MDLZ vs A
+237.5%
-158.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.2% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | -1.6% | +0.6% | -2.2% | -1.8% |
| 3M | +0.9% | +10.9% | -10.0% | -1.8% |
| 6M | +7.3% | +28.2% | -20.8% | +0.1% |
| YTD | +16.4% | +8.6% | +7.9% | +13.0% |
| 1Y | +3.0% | +15.5% | -12.6% | -2.0% |
| 3Y | -3.7% | +31.8% | -35.5% | -14.4% |
| 5Y | +15.6% | -14.9% | +30.5% | +16.3% |
| 10Y | +79.0% | +237.8% | -158.8% | +10.1% |
| All | +79.0% | +237.5% | -158.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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