+454.2%
MDLZ vs BN
+6,082.3%
-5,628.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -2.5% | +0.7% | -1.1% |
| 30D | -2.1% | -9.5% | +7.4% | +0.3% |
| 3M | +1.3% | -10.4% | +11.7% | +3.9% |
| 6M | +6.2% | -6.4% | +12.6% | +7.3% |
| YTD | +15.8% | -11.9% | +27.7% | +18.3% |
| 1Y | +4.1% | -8.6% | +12.7% | +5.1% |
| 3Y | -4.1% | +77.6% | -81.6% | -20.8% |
| 5Y | +13.4% | +37.0% | -23.7% | -1.8% |
| 10Y | +75.7% | +266.4% | -190.6% | +13.8% |
| All | +454.2% | +6,082.3% | -5,628.1% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling