+351.9%
MDLZ vs BIL
+30.4%
+321.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.4% |
| 30D | -2.1% | +0.3% | -2.4% | -1.0% |
| 3M | +1.3% | +0.9% | +0.4% | +4.8% |
| 6M | +6.2% | +1.8% | +4.4% | +13.4% |
| YTD | +15.8% | +2.4% | +13.3% | +26.4% |
| 1Y | +4.1% | +3.7% | +0.4% | +18.9% |
| 3Y | -4.1% | +14.2% | -18.3% | +56.7% |
| 5Y | +13.4% | +19.4% | -6.1% | +119.5% |
| 10Y | +75.7% | +25.2% | +50.5% | +310.6% |
| All | +351.9% | +30.4% | +321.6% | +1,053.1% |
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