+9.1%
MDLZ vs BBIO
+16.7%
-7.6%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.4% |
| 7D | 0.0% | -0.5% | +0.5% | -0.1% |
| 30D | +1.4% | -10.1% | +11.6% | +0.5% |
| 3M | 0.0% | +12.4% | -12.4% | +0.6% |
| 6M | +9.1% | +15.9% | -6.8% | +9.6% |
| All | +9.1% | +16.7% | -7.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 6mo: compounded portfolio wealth divided by compounded BBIO 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…
6mo analysis · Full analysis span regression · 6 months rolling