+6.6%
MDLZ vs BN
+96.7%
-90.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | +7.9% | +14.0% | -6.0% | +6.9% |
| 3M | +7.3% | -9.0% | +16.3% | +7.9% |
| 6M | +11.7% | -8.8% | +20.5% | +12.3% |
| YTD | +28.7% | -10.3% | +39.0% | +29.3% |
| 1Y | +22.8% | -5.8% | +28.6% | +22.6% |
| 3Y | +6.6% | +94.8% | -88.2% | -0.6% |
| All | +6.6% | +96.7% | -90.1% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling