+92.2%
MDLZ vs B
+183.2%
-91.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.3% |
| 7D | +0.1% | +11.3% | -11.2% | -0.9% |
| 30D | +10.0% | +2.9% | +7.0% | +9.6% |
| 3M | +7.1% | -2.9% | +9.9% | +7.1% |
| 6M | +9.8% | -1.2% | +11.0% | +9.3% |
| YTD | +26.6% | -1.3% | +28.0% | +25.6% |
| 1Y | +20.3% | +30.4% | -10.1% | +15.7% |
| 3Y | +5.4% | +195.3% | -189.9% | -8.8% |
| 5Y | +22.2% | +146.2% | -124.0% | +6.6% |
| 10Y | +92.2% | +200.5% | -108.3% | +66.7% |
| All | +92.2% | +183.2% | -91.1% | +66.7% |
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