+454.2%
MDLZ vs BBY
+537.1%
-82.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -1.7% | +9.5% | -11.2% | -2.9% |
| 30D | -2.1% | +6.8% | -8.9% | -3.0% |
| 3M | +1.3% | +28.9% | -27.5% | -2.1% |
| 6M | +6.2% | +37.8% | -31.6% | +1.4% |
| YTD | +15.8% | +38.7% | -23.0% | +10.3% |
| 1Y | +4.1% | +23.7% | -19.6% | +0.4% |
| 3Y | -4.1% | +39.1% | -43.2% | -10.7% |
| 5Y | +13.4% | -0.4% | +13.8% | +8.6% |
| 10Y | +75.7% | +234.0% | -158.3% | +40.0% |
| All | +454.2% | +537.1% | -82.9% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling