+16.5%
MDLZ vs B
+153.8%
-137.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.6% |
| 30D | -2.1% | +9.4% | -11.5% | -2.8% |
| 3M | +1.3% | +5.0% | -3.7% | +0.8% |
| 6M | +6.2% | -3.5% | +9.7% | +6.3% |
| YTD | +15.8% | +4.5% | +11.3% | +14.8% |
| 1Y | +4.1% | +67.8% | -63.7% | -2.1% |
| 3Y | -4.1% | +196.7% | -200.8% | -16.5% |
| All | +16.5% | +153.8% | -137.3% | 0.0% |
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