+23.0%
MDLZ vs A
+11.8%
+11.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +7.9% | 0.0% | +8.0% | +7.8% |
| 3M | +7.3% | +16.7% | -9.4% | +4.8% |
| 6M | +11.7% | +54.8% | -43.1% | +4.6% |
| YTD | +28.7% | +28.8% | -0.1% | +23.6% |
| 1Y | +22.8% | +19.3% | +3.5% | +19.4% |
| 3Y | +6.6% | +65.5% | -58.9% | -4.6% |
| All | +23.0% | +11.8% | +11.2% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling