+391.2%
MDLZ vs BIL
+30.4%
+360.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | +1.7% | -0.3% | +1.9% | +0.7% |
| 30D | +11.2% | 0.0% | +11.2% | +11.2% |
| 3M | +6.1% | +0.3% | +5.8% | +7.4% |
| 6M | +8.6% | +1.2% | +7.3% | +13.5% |
| YTD | +25.8% | +2.5% | +23.4% | +37.4% |
| 1Y | +21.7% | +3.0% | +18.6% | +35.7% |
| 3Y | +5.8% | +13.2% | -7.3% | +67.1% |
| 5Y | +21.4% | +19.4% | +2.0% | +135.3% |
| 10Y | +97.2% | +25.2% | +72.0% | +360.6% |
| All | +391.2% | +30.4% | +360.8% | +1,153.6% |
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