+37.5%
MDLZ vs BBIO
+148.5%
-111.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +1.4% | -10.1% | +11.6% | +1.7% |
| 3M | 0.0% | +12.4% | -12.4% | -0.4% |
| 6M | +9.1% | +15.9% | -6.8% | +8.5% |
| YTD | +17.9% | -0.5% | +18.5% | +17.7% |
| 1Y | +3.2% | +42.2% | -39.0% | +1.8% |
| 3Y | -2.5% | +167.8% | -170.3% | -6.5% |
| 5Y | +17.6% | +49.6% | -32.0% | +9.9% |
| All | +37.5% | +148.5% | -111.1% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling