+23.0%
MDLZ vs BAH
+6.1%
+16.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +7.9% | +20.8% | -12.8% | +5.7% |
| 3M | +7.3% | +11.6% | -4.3% | +5.8% |
| 6M | +11.7% | +23.1% | -11.4% | +8.7% |
| YTD | +28.7% | +5.3% | +23.5% | +26.6% |
| 1Y | +22.8% | +6.1% | +16.6% | +20.5% |
| 3Y | +6.6% | -27.5% | +34.1% | +7.1% |
| All | +23.0% | +6.1% | +16.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling