+81.8%
MDLZ vs BG
+171.4%
-89.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.7% | +3.7% | -2.1% | +1.0% |
| 30D | +1.1% | +12.3% | -11.2% | -1.0% |
| 3M | -1.8% | -2.2% | +0.4% | -1.7% |
| 6M | +12.3% | +5.3% | +7.0% | +10.7% |
| YTD | +18.0% | +42.4% | -24.4% | +10.0% |
| 1Y | +3.8% | +55.2% | -51.4% | -5.1% |
| 3Y | -2.4% | +21.0% | -23.4% | -7.5% |
| 5Y | +18.4% | +87.1% | -68.7% | -0.4% |
| All | +81.8% | +171.4% | -89.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling