+509.7%
MDLZ vs B
+244.1%
+265.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +6.9% | +4.3% | +2.5% | +6.6% |
| 30D | +12.1% | -0.9% | +13.0% | +12.1% |
| 3M | +7.7% | -1.4% | +9.0% | +7.6% |
| 6M | +10.8% | +5.0% | +5.8% | +10.2% |
| YTD | +27.4% | -5.8% | +33.2% | +27.1% |
| 1Y | +23.5% | +25.6% | -2.1% | +21.5% |
| 3Y | +6.2% | +161.6% | -155.4% | +0.1% |
| 5Y | +22.9% | +135.2% | -112.3% | +15.9% |
| 10Y | +99.6% | +170.7% | -71.1% | +85.9% |
| All | +509.7% | +244.1% | +265.6% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling