+522.2%
MDLZ vs BG
+954.5%
-432.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.9% |
| 30D | +7.9% | -6.7% | +14.6% | +9.1% |
| 3M | +7.3% | -9.3% | +16.5% | +8.8% |
| 6M | +11.7% | -18.3% | +30.0% | +15.0% |
| YTD | +28.7% | +16.2% | +12.6% | +24.7% |
| 1Y | +22.8% | +7.6% | +15.2% | +20.4% |
| 3Y | +6.6% | +6.6% | 0.0% | +3.3% |
| 5Y | +23.2% | +22.2% | +1.0% | +14.8% |
| 10Y | +108.7% | +112.0% | -3.3% | +69.1% |
| All | +522.2% | +954.5% | -432.3% | +305.4% |
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