+454.2%
MDLZ vs BLK
+5,349.5%
-4,895.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.7% | -3.6% | +1.9% | -0.9% |
| 30D | -2.1% | -1.0% | -1.1% | -1.9% |
| 3M | +1.3% | +10.4% | -9.1% | -1.3% |
| 6M | +6.2% | +8.2% | -2.0% | +3.6% |
| YTD | +15.8% | +6.0% | +9.8% | +13.2% |
| 1Y | +4.1% | +3.3% | +0.8% | +2.3% |
| 3Y | -4.1% | +70.3% | -74.4% | -17.7% |
| 5Y | +13.4% | +34.5% | -21.1% | +1.4% |
| 10Y | +75.7% | +281.9% | -206.2% | +20.1% |
| All | +454.2% | +5,349.5% | -4,895.2% | +160.5% |
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