+20.9%
MDLZ vs BAX
+48.0%
-27.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | +7.9% | +6.3% | +1.7% | +7.4% |
| 3M | +8.9% | -4.6% | +13.5% | +9.1% |
| 6M | +10.5% | +50.4% | -39.9% | +8.2% |
| YTD | +27.1% | +38.0% | -10.9% | +22.9% |
| 1Y | +20.9% | +44.6% | -23.7% | +15.5% |
| All | +20.9% | +48.0% | -27.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling