+9.6%
MDLZ vs BAM
+84.8%
-75.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.3% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | +7.9% | +14.7% | -6.7% | +7.2% |
| 3M | +8.9% | -4.1% | +13.1% | +9.0% |
| 6M | +10.5% | +9.6% | +0.9% | +9.9% |
| YTD | +27.1% | +3.4% | +23.7% | +26.7% |
| 1Y | +20.9% | +1.0% | +19.9% | +20.6% |
| 3Y | +5.5% | +88.2% | -82.7% | -1.0% |
| All | +9.6% | +84.8% | -75.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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