+106.1%
MDLZ vs BN
+281.2%
-175.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.4% |
| 30D | +7.9% | +13.5% | -5.6% | +4.5% |
| 3M | +8.9% | -5.9% | +14.9% | +10.4% |
| 6M | +10.5% | -8.9% | +19.4% | +12.6% |
| YTD | +27.1% | -7.9% | +35.0% | +28.4% |
| 1Y | +20.9% | -8.3% | +29.2% | +22.1% |
| 3Y | +5.5% | +100.8% | -95.2% | -18.0% |
| 5Y | +22.2% | +38.2% | -16.0% | +4.6% |
| 10Y | +106.1% | +302.3% | -196.2% | +10.3% |
| All | +106.1% | +281.2% | -175.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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