+507.1%
MDLZ vs ALL
+976.0%
-468.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +10.1% | +13.8% | -3.7% | +6.2% |
| 3M | +9.1% | -2.8% | +11.9% | +9.8% |
| 6M | +10.0% | +23.7% | -13.7% | +3.2% |
| YTD | +26.8% | +27.3% | -0.4% | +17.7% |
| 1Y | +22.5% | +30.5% | -8.0% | +12.8% |
| 3Y | +5.3% | +113.0% | -107.7% | -16.9% |
| 5Y | +21.4% | +157.6% | -136.1% | -11.0% |
| 10Y | +102.0% | +368.4% | -266.3% | +23.8% |
| All | +507.1% | +976.0% | -468.9% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling