+454.2%
MDLZ vs BDX
+945.7%
-491.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -1.7% | -2.5% | +0.8% | -0.9% |
| 30D | -2.1% | +8.3% | -10.4% | -4.6% |
| 3M | +1.3% | +24.4% | -23.1% | -5.6% |
| 6M | +6.2% | +9.2% | -3.0% | +2.9% |
| YTD | +15.8% | +22.7% | -6.9% | +7.7% |
| 1Y | +4.1% | +25.9% | -21.8% | -4.0% |
| 3Y | -4.1% | -10.5% | +6.4% | -3.1% |
| 5Y | +13.4% | +1.9% | +11.4% | +8.7% |
| 10Y | +75.7% | +58.7% | +17.0% | +41.7% |
| All | +454.2% | +945.7% | -491.5% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling