+102.0%
MDLZ vs B
+184.6%
-82.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.7% |
| 7D | +2.2% | +7.1% | -4.9% | +1.5% |
| 30D | +10.1% | -3.3% | +13.5% | +10.3% |
| 3M | +9.1% | -2.5% | +11.6% | +9.1% |
| 6M | +10.0% | -7.2% | +17.2% | +10.1% |
| YTD | +26.8% | -7.4% | +34.2% | +26.5% |
| 1Y | +22.5% | +16.4% | +6.1% | +19.2% |
| 3Y | +5.3% | +178.7% | -173.4% | -8.1% |
| 5Y | +21.4% | +121.7% | -100.2% | +7.4% |
| 10Y | +102.0% | +208.6% | -106.6% | +73.8% |
| All | +102.0% | +184.6% | -82.6% | +73.8% |
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