+21.4%
MDLZ vs BG
+21.6%
-0.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +8.2% | -7.0% | +15.3% | +9.1% |
| 3M | +8.0% | -10.0% | +18.0% | +9.1% |
| 6M | +9.7% | -19.8% | +29.5% | +12.2% |
| YTD | +26.9% | +14.3% | +12.6% | +24.2% |
| 1Y | +20.9% | +6.5% | +14.4% | +19.3% |
| 3Y | +5.3% | +4.4% | +1.0% | +3.3% |
| 5Y | +21.4% | +20.2% | +1.2% | +13.5% |
| All | +21.4% | +21.6% | -0.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling