+454.2%
MDLZ vs BEN
+405.4%
+48.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | -2.1% | -0.5% | -1.6% | -2.0% |
| 3M | +1.3% | +9.7% | -8.4% | -1.3% |
| 6M | +6.2% | +33.9% | -27.7% | -1.8% |
| YTD | +15.8% | +49.0% | -33.2% | +4.0% |
| 1Y | +4.1% | +42.1% | -38.0% | -5.7% |
| 3Y | -4.1% | +51.9% | -56.0% | -16.6% |
| 5Y | +13.4% | +39.0% | -25.7% | -1.6% |
| 10Y | +75.7% | +57.9% | +17.9% | +38.5% |
| All | +454.2% | +405.4% | +48.9% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling