+516.3%
MDLZ vs BLK
+5,868.5%
-5,352.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.3% | +3.7% | -1.4% | +1.4% |
| 30D | +7.9% | +13.9% | -5.9% | +4.6% |
| 3M | +7.3% | +3.9% | +3.3% | +6.1% |
| 6M | +11.7% | +13.0% | -1.3% | +7.9% |
| YTD | +28.7% | +16.1% | +12.6% | +23.0% |
| 1Y | +22.8% | +16.8% | +6.0% | +17.1% |
| 3Y | +6.6% | +97.7% | -91.1% | -11.9% |
| 5Y | +23.2% | +42.1% | -18.9% | +8.7% |
| 10Y | +108.7% | +321.3% | -212.6% | +39.3% |
| All | +516.3% | +5,868.5% | -5,352.2% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling