+0.2%
MDLZ vs BIYA
-99.8%
+100.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +2.7% | -2.7% | 0.0% |
| 30D | -1.6% | -18.7% | +17.1% | -1.5% |
| 3M | +0.9% | -72.0% | +72.9% | +1.4% |
| 6M | +7.3% | -86.4% | +93.7% | +7.8% |
| YTD | +16.4% | -94.2% | +110.6% | +17.1% |
| 1Y | +3.0% | -98.4% | +101.4% | +4.1% |
| All | +0.2% | -99.8% | +100.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling