+92.2%
MDLZ vs ALL
+367.3%
-275.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +0.1% | -3.9% | +4.0% | +1.5% |
| 30D | +10.0% | +10.6% | -0.6% | +6.2% |
| 3M | +7.1% | -4.6% | +11.6% | +8.6% |
| 6M | +9.8% | +20.2% | -10.4% | +2.6% |
| YTD | +26.6% | +23.7% | +2.9% | +16.7% |
| 1Y | +20.3% | +27.9% | -7.6% | +9.5% |
| 3Y | +5.4% | +109.2% | -103.8% | -21.8% |
| 5Y | +22.2% | +148.0% | -125.8% | -18.2% |
| 10Y | +92.2% | +363.8% | -271.6% | +3.6% |
| All | +92.2% | +367.3% | -275.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling