+516.3%
MDLZ vs BBY
+642.2%
-126.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +2.3% | +4.5% | -2.2% | +1.7% |
| 30D | +7.9% | +16.8% | -8.9% | +5.7% |
| 3M | +7.3% | +23.2% | -16.0% | +4.2% |
| 6M | +11.7% | +91.9% | -80.2% | +2.2% |
| YTD | +28.7% | +61.6% | -32.9% | +20.0% |
| 1Y | +22.8% | +43.9% | -21.1% | +16.1% |
| 3Y | +6.6% | +88.6% | -82.1% | -4.8% |
| 5Y | +23.2% | -3.1% | +26.3% | +18.4% |
| 10Y | +108.7% | +290.2% | -181.5% | +62.8% |
| All | +516.3% | +642.2% | -126.0% | +297.4% |
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