+397.2%
MDLZ vs BIL
+30.3%
+366.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | -0.3% | +7.1% | +5.9% |
| 30D | +12.1% | 0.0% | +12.1% | +12.0% |
| 3M | +7.7% | +0.3% | +7.4% | +8.9% |
| 6M | +10.8% | +1.2% | +9.6% | +15.7% |
| YTD | +27.4% | +2.4% | +24.9% | +38.9% |
| 1Y | +23.5% | +3.0% | +20.5% | +37.7% |
| 3Y | +6.2% | +13.1% | -6.9% | +67.6% |
| 5Y | +22.9% | +19.4% | +3.5% | +137.9% |
| 10Y | +99.6% | +25.2% | +74.5% | +365.6% |
| All | +397.2% | +30.3% | +366.8% | +1,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling