+22.2%
MDLZ vs A
+15.4%
+6.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +11.2% | +3.4% | +7.8% | +10.6% |
| 3M | +6.1% | +23.8% | -17.7% | +2.9% |
| 6M | +8.6% | +49.0% | -40.4% | +2.3% |
| YTD | +25.8% | +29.4% | -3.6% | +20.8% |
| 1Y | +21.7% | +19.4% | +2.3% | +18.3% |
| 3Y | +5.8% | +66.2% | -60.4% | -5.4% |
| All | +22.2% | +15.4% | +6.8% | +12.6% |
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