+459.6%
MDLZ vs BG
+1,131.5%
-671.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.7% | +2.8% | -4.5% | -2.2% |
| 30D | -2.1% | +12.0% | -14.1% | -4.0% |
| 3M | +1.3% | -7.7% | +9.0% | +2.4% |
| 6M | +6.2% | +4.5% | +1.7% | +4.9% |
| YTD | +15.8% | +35.7% | -19.9% | +9.4% |
| 1Y | +4.1% | +50.1% | -46.0% | -3.5% |
| 3Y | -4.1% | +12.6% | -16.7% | -7.8% |
| 5Y | +13.4% | +75.4% | -62.1% | -0.7% |
| 10Y | +75.7% | +150.5% | -74.7% | +38.6% |
| All | +459.6% | +1,131.5% | -671.9% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling