+454.2%
MDLZ vs BB
+45.6%
+408.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -5.6% | +3.9% | -1.5% |
| 30D | -2.1% | -11.8% | +9.7% | -1.6% |
| 3M | +1.3% | -25.5% | +26.8% | +2.2% |
| 6M | +6.2% | +121.3% | -115.1% | +1.3% |
| YTD | +15.8% | +103.2% | -87.4% | +10.8% |
| 1Y | +4.1% | +102.6% | -98.5% | -0.6% |
| 3Y | -4.1% | +37.5% | -41.6% | -8.3% |
| 5Y | +13.4% | -30.4% | +43.8% | +10.7% |
| 10Y | +75.7% | 0.0% | +75.7% | +57.5% |
| All | +454.2% | +45.6% | +408.6% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling