+79.0%
MDLZ vs BAH
+182.5%
-103.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | 0.0% | -4.3% | +4.4% | +0.9% |
| 30D | -1.6% | -4.5% | +2.9% | -0.7% |
| 3M | +0.9% | -7.6% | +8.5% | +2.1% |
| 6M | +7.3% | -10.6% | +17.9% | +9.0% |
| YTD | +16.4% | -12.6% | +29.0% | +17.8% |
| 1Y | +3.0% | -27.0% | +29.9% | +8.2% |
| 3Y | -3.7% | -31.5% | +27.8% | -2.0% |
| 5Y | +15.6% | -3.8% | +19.4% | +3.7% |
| 10Y | +79.0% | +183.9% | -105.0% | +26.4% |
| All | +79.0% | +182.5% | -103.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling