+454.2%
MDLZ vs A
+656.6%
-202.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | -2.1% | +6.9% | -9.0% | -3.4% |
| 3M | +1.3% | +9.2% | -7.9% | -0.6% |
| 6M | +6.2% | +25.7% | -19.5% | +1.0% |
| YTD | +15.8% | +11.5% | +4.3% | +12.4% |
| 1Y | +4.1% | +18.4% | -14.2% | -0.2% |
| 3Y | -4.1% | +26.6% | -30.7% | -10.8% |
| 5Y | +13.4% | -12.8% | +26.2% | +11.9% |
| 10Y | +75.7% | +247.2% | -171.4% | +31.9% |
| All | +454.2% | +656.6% | -202.3% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling