+370.5%
MDLZ vs BAH
+1,056.2%
-685.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.3% |
| 7D | +1.7% | -3.5% | +5.2% | +2.4% |
| 30D | +11.2% | +24.3% | -13.1% | +6.5% |
| 3M | +6.1% | +16.3% | -10.2% | +2.8% |
| 6M | +8.6% | +13.6% | -5.0% | +5.1% |
| YTD | +25.8% | +3.5% | +22.4% | +22.9% |
| 1Y | +21.7% | +2.7% | +19.0% | +18.8% |
| 3Y | +5.8% | -26.6% | +32.4% | +7.7% |
| 5Y | +21.4% | +8.5% | +12.9% | +10.8% |
| 10Y | +97.2% | +225.1% | -127.9% | +42.5% |
| All | +370.5% | +1,056.2% | -685.7% | +172.7% |
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