-3.9%
MDLZ vs BN
+77.7%
-81.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.7% | -2.5% | +0.7% | -1.5% |
| 30D | -2.1% | -9.5% | +7.4% | -1.3% |
| 3M | +1.3% | -10.4% | +11.7% | +2.2% |
| 6M | +6.2% | -6.4% | +12.6% | +6.5% |
| YTD | +15.8% | -11.9% | +27.7% | +16.6% |
| 1Y | +4.1% | -8.6% | +12.7% | +4.3% |
| All | -3.9% | +77.7% | -81.6% | -12.6% |
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