+21.7%
MDLZ vs B
+25.9%
-4.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +1.7% | +9.6% | -7.9% | +1.6% |
| 30D | +11.2% | +3.5% | +7.7% | +11.0% |
| 3M | +6.1% | -1.6% | +7.7% | +6.1% |
| 6M | +8.6% | -1.7% | +10.2% | +8.8% |
| YTD | +25.8% | -5.3% | +31.2% | +27.4% |
| 1Y | +21.7% | +27.2% | -5.5% | +23.4% |
| All | +21.7% | +25.9% | -4.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling