+18.4%
MDLZ vs BLK
+29.1%
-10.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +1.7% | -5.2% | +6.8% | +2.7% |
| 30D | +1.1% | -7.0% | +8.2% | +2.5% |
| 3M | -1.8% | +5.7% | -7.5% | -3.1% |
| 6M | +12.3% | +11.0% | +1.3% | +9.5% |
| YTD | +18.0% | +0.9% | +17.1% | +16.9% |
| 1Y | +3.8% | -1.6% | +5.4% | +3.2% |
| 3Y | -2.4% | +64.5% | -66.9% | -16.5% |
| 5Y | +18.4% | +30.9% | -12.4% | +3.6% |
| All | +18.4% | +29.1% | -10.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling