+22.2%
MDLZ vs BN
+29.3%
-7.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +1.7% | +5.3% | -3.7% | +0.9% |
| 30D | +11.2% | +11.9% | -0.7% | +9.3% |
| 3M | +6.1% | -5.7% | +11.9% | +7.0% |
| 6M | +8.6% | -10.6% | +19.2% | +10.1% |
| YTD | +25.8% | -9.4% | +35.2% | +26.9% |
| 1Y | +21.7% | -8.8% | +30.5% | +22.5% |
| 3Y | +5.8% | +95.6% | -89.8% | -10.1% |
| All | +22.2% | +29.3% | -7.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling