+5.8%
MDLZ vs A
+64.2%
-58.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +11.2% | +3.4% | +7.8% | +10.9% |
| 3M | +6.1% | +23.8% | -17.7% | +4.4% |
| 6M | +8.6% | +49.0% | -40.4% | +5.2% |
| YTD | +25.8% | +29.4% | -3.6% | +23.2% |
| 1Y | +21.7% | +19.4% | +2.3% | +20.2% |
| 3Y | +5.8% | +66.2% | -60.4% | +1.4% |
| All | +5.8% | +64.2% | -58.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling