+87.9%
MDLZ vs BB
+2.1%
+85.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | +1.8% | -1.9% | -0.1% |
| 30D | +1.4% | -12.2% | +13.7% | +1.8% |
| 3M | 0.0% | -12.3% | +12.4% | 0.0% |
| 6M | +9.1% | +122.7% | -113.6% | +5.0% |
| YTD | +17.9% | +104.5% | -86.5% | +13.8% |
| 1Y | +3.2% | +106.7% | -103.4% | -0.7% |
| 3Y | -2.5% | +70.0% | -72.4% | -6.8% |
| 5Y | +17.6% | -27.8% | +45.4% | +15.2% |
| 10Y | +87.9% | +2.4% | +85.6% | +59.0% |
| All | +87.9% | +2.1% | +85.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling