+22.2%
MDLZ vs BEN
+19.4%
+2.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.9% |
| 7D | +1.7% | +6.6% | -4.9% | +0.7% |
| 30D | +11.2% | +3.8% | +7.3% | +10.5% |
| 3M | +6.1% | +0.2% | +5.9% | +6.0% |
| 6M | +8.6% | +10.4% | -1.9% | +6.5% |
| YTD | +25.8% | +46.2% | -20.3% | +17.4% |
| 1Y | +21.7% | +52.3% | -30.6% | +12.7% |
| 3Y | +5.8% | +65.9% | -60.1% | -5.5% |
| All | +22.2% | +19.4% | +2.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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