+22.2%
MDLZ vs B
+134.6%
-112.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +1.7% | +9.6% | -7.9% | +1.0% |
| 30D | +11.2% | +3.5% | +7.7% | +10.8% |
| 3M | +6.1% | -1.6% | +7.7% | +6.0% |
| 6M | +8.6% | -1.7% | +10.2% | +8.2% |
| YTD | +25.8% | -5.3% | +31.2% | +25.5% |
| 1Y | +21.7% | +27.2% | -5.5% | +17.6% |
| 3Y | +5.8% | +166.1% | -160.3% | -7.4% |
| All | +22.2% | +134.6% | -112.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling