+454.2%
MDLZ vs BAX
+52.8%
+401.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -2.1% | -5.5% | +3.3% | -0.8% |
| 3M | +1.3% | +33.5% | -32.2% | -6.1% |
| 6M | +6.2% | +35.9% | -29.7% | -2.7% |
| YTD | +15.8% | +35.4% | -19.6% | +5.2% |
| 1Y | +4.1% | +9.8% | -5.6% | -0.6% |
| 3Y | -4.1% | -32.7% | +28.6% | +1.1% |
| 5Y | +13.4% | -65.6% | +78.9% | +42.2% |
| 10Y | +75.7% | -34.9% | +110.7% | +84.1% |
| All | +454.2% | +52.8% | +401.4% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling