+5.0%
MDLZ vs BBY
+88.1%
-83.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -0.4% | +4.0% | -4.4% | -0.7% |
| 30D | +8.2% | +17.6% | -9.3% | +7.1% |
| 3M | +8.0% | +25.9% | -17.9% | +6.4% |
| 6M | +9.7% | +85.1% | -75.4% | +6.2% |
| YTD | +26.9% | +60.6% | -33.7% | +23.5% |
| 1Y | +20.9% | +40.2% | -19.3% | +18.5% |
| All | +5.0% | +88.1% | -83.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling