+21.5%
MDLZ vs A
+19.8%
+1.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +11.2% | +3.4% | +7.8% | +11.1% |
| 3M | +6.1% | +23.8% | -17.7% | +5.8% |
| 6M | +8.6% | +49.0% | -40.4% | +8.0% |
| YTD | +25.8% | +29.4% | -3.6% | +23.7% |
| All | +21.5% | +19.8% | +1.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling