+104.5%
MDLZ vs B
+218.7%
-114.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.1% |
| 7D | -0.4% | -6.2% | +5.8% | +0.1% |
| 30D | +8.2% | -6.6% | +14.8% | +8.7% |
| 3M | +8.0% | -7.9% | +15.9% | +8.5% |
| 6M | +9.7% | -16.8% | +26.5% | +11.0% |
| YTD | +26.9% | -11.7% | +38.5% | +27.1% |
| 1Y | +20.9% | +3.5% | +17.4% | +19.0% |
| 3Y | +5.3% | +165.7% | -160.4% | -7.6% |
| 5Y | +21.4% | +108.4% | -87.0% | +8.0% |
| All | +104.5% | +218.7% | -114.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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