+18.4%
MDLZ vs BDX
-3.5%
+21.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +1.7% | -5.4% | +7.1% | +3.2% |
| 30D | +1.1% | -2.2% | +3.3% | +1.7% |
| 3M | -1.8% | +20.1% | -21.9% | -6.6% |
| 6M | +12.3% | +9.1% | +3.2% | +9.5% |
| YTD | +18.0% | +17.9% | +0.2% | +12.3% |
| 1Y | +3.8% | +22.1% | -18.3% | -2.3% |
| 3Y | -2.4% | -10.5% | +8.1% | -0.1% |
| 5Y | +18.4% | -2.6% | +21.0% | +18.4% |
| All | +18.4% | -3.5% | +21.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling