+81.8%
MDLZ vs BBY
+242.2%
-160.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +1.1% | +5.8% | -4.7% | +0.2% |
| 3M | -1.8% | +18.0% | -19.9% | -4.4% |
| 6M | +12.3% | +39.8% | -27.5% | +6.3% |
| YTD | +18.0% | +35.4% | -17.4% | +12.0% |
| 1Y | +3.8% | +21.4% | -17.6% | -0.1% |
| 3Y | -2.4% | +39.5% | -41.9% | -10.8% |
| 5Y | +18.4% | -0.5% | +18.9% | +12.5% |
| All | +81.8% | +242.2% | -160.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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