-3.9%
MDLZ vs B
+198.7%
-202.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -1.7% |
| 30D | -2.1% | +9.4% | -11.5% | -2.6% |
| 3M | +1.3% | +5.0% | -3.7% | +1.1% |
| 6M | +6.2% | -3.5% | +9.7% | +6.5% |
| YTD | +15.8% | +4.5% | +11.3% | +15.3% |
| 1Y | +4.1% | +67.8% | -63.7% | -0.6% |
| All | -3.9% | +198.7% | -202.6% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling