-4.5%
MDLZ vs BAX
-31.1%
+26.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | -2.1% | -5.5% | +3.3% | -1.5% |
| 3M | +1.3% | +33.5% | -32.2% | -2.2% |
| 6M | +6.2% | +35.9% | -29.7% | +2.2% |
| YTD | +15.8% | +35.4% | -19.6% | +10.7% |
| 1Y | +4.1% | +9.8% | -5.6% | +2.2% |
| All | -4.5% | -31.1% | +26.6% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling