+23.0%
MDLZ vs BIL
+20.3%
+2.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.4% |
| 30D | +7.9% | +0.3% | +7.6% | +8.4% |
| 3M | +7.3% | +1.0% | +6.3% | +8.3% |
| 6M | +11.7% | +1.9% | +9.8% | +14.1% |
| YTD | +28.7% | +3.2% | +25.6% | +33.7% |
| 1Y | +22.8% | +3.7% | +19.1% | +28.3% |
| 3Y | +6.6% | +13.8% | -7.2% | +38.2% |
| All | +23.0% | +20.3% | +2.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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