+87.9%
MDLZ vs BAX
-37.8%
+125.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | 0.0% | -5.1% | +5.0% | +1.2% |
| 30D | +1.4% | -12.2% | +13.6% | +4.6% |
| 3M | 0.0% | +21.8% | -21.8% | -5.2% |
| 6M | +9.1% | +36.3% | -27.2% | +0.1% |
| YTD | +17.9% | +27.8% | -9.9% | +8.8% |
| 1Y | +3.2% | -0.1% | +3.3% | +1.2% |
| 3Y | -2.5% | -33.3% | +30.8% | +4.0% |
| 5Y | +17.6% | -67.1% | +84.7% | +59.8% |
| 10Y | +87.9% | -36.9% | +124.9% | +103.8% |
| All | +87.9% | -37.8% | +125.7% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling