+332.9%
MDLZ vs BAH
+886.2%
-553.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.1% |
| 30D | -2.1% | +2.0% | -4.1% | -2.6% |
| 3M | +1.3% | -7.6% | +8.9% | +2.5% |
| 6M | +6.2% | -5.7% | +11.9% | +6.6% |
| YTD | +15.8% | -11.7% | +27.5% | +16.9% |
| 1Y | +4.1% | -27.4% | +31.5% | +9.2% |
| 3Y | -4.1% | -32.5% | +28.4% | -1.1% |
| 5Y | +13.4% | -3.3% | +16.7% | +5.6% |
| 10Y | +75.7% | +186.0% | -110.3% | +30.5% |
| All | +332.9% | +886.2% | -553.3% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling