+107.6%
MDLZ vs BLK
+318.4%
-210.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +2.3% | +3.7% | -1.4% | +1.2% |
| 30D | +7.9% | +13.9% | -5.9% | +3.7% |
| 3M | +7.3% | +3.9% | +3.3% | +5.8% |
| 6M | +11.7% | +13.0% | -1.3% | +6.9% |
| YTD | +28.7% | +16.1% | +12.6% | +21.4% |
| 1Y | +22.8% | +16.8% | +6.0% | +15.4% |
| 3Y | +6.6% | +97.7% | -91.1% | -18.5% |
| 5Y | +23.2% | +42.1% | -18.9% | +4.2% |
| All | +107.6% | +318.4% | -210.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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