+506.2%
MDLZ vs BAX
+56.3%
+450.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | +0.1% | +9.0% | -9.0% | -2.1% |
| 30D | +10.0% | +8.5% | +1.5% | +7.5% |
| 3M | +7.1% | -4.1% | +11.2% | +7.8% |
| 6M | +9.8% | +46.9% | -37.1% | -1.1% |
| YTD | +26.6% | +38.4% | -11.7% | +14.1% |
| 1Y | +20.3% | +47.0% | -26.7% | +6.5% |
| 3Y | +5.4% | -14.9% | +20.3% | +4.1% |
| 5Y | +22.2% | -62.5% | +84.7% | +49.4% |
| 10Y | +92.2% | -33.9% | +126.1% | +99.9% |
| All | +506.2% | +56.3% | +450.0% | +422.1% |
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