+92.2%
MDLZ vs BN
+289.4%
-197.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.3% |
| 7D | +0.1% | +3.6% | -3.6% | -0.8% |
| 30D | +10.0% | +15.9% | -5.9% | +5.9% |
| 3M | +7.1% | -2.3% | +9.4% | +7.5% |
| 6M | +9.8% | -8.4% | +18.2% | +11.8% |
| YTD | +26.6% | -5.9% | +32.5% | +27.2% |
| 1Y | +20.3% | -5.6% | +25.9% | +20.6% |
| 3Y | +5.4% | +104.2% | -98.8% | -18.6% |
| 5Y | +22.2% | +35.5% | -13.3% | +5.5% |
| 10Y | +92.2% | +285.2% | -193.1% | +6.2% |
| All | +92.2% | +289.4% | -197.2% | +6.2% |
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