+22.2%
MDLZ vs BAX
-63.7%
+85.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +1.7% | +12.1% | -10.5% | -0.2% |
| 30D | +11.2% | +7.6% | +3.6% | +9.8% |
| 3M | +6.1% | -4.5% | +10.6% | +6.7% |
| 6M | +8.6% | +52.0% | -43.5% | +1.1% |
| YTD | +25.8% | +35.1% | -9.3% | +18.2% |
| 1Y | +21.7% | +43.7% | -22.0% | +12.8% |
| 3Y | +5.8% | -20.9% | +26.7% | +7.3% |
| All | +22.2% | -63.7% | +85.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling