+16.5%
MDLZ vs ALL
+118.4%
-101.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | -2.1% | -1.5% | -0.6% | -1.8% |
| 3M | +1.3% | +23.6% | -22.3% | -3.7% |
| 6M | +6.2% | +22.3% | -16.1% | +1.0% |
| YTD | +15.8% | +26.5% | -10.7% | +9.1% |
| 1Y | +4.1% | +27.0% | -22.9% | -2.1% |
| 3Y | -4.1% | +149.6% | -153.7% | -24.2% |
| All | +16.5% | +118.4% | -101.9% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling