+502.4%
MDLZ vs BN
+6,258.1%
-5,755.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.7% | +5.3% | -3.7% | +0.3% |
| 30D | +11.2% | +11.9% | -0.7% | +8.1% |
| 3M | +6.1% | -5.7% | +11.9% | +7.5% |
| 6M | +8.6% | -10.6% | +19.2% | +11.1% |
| YTD | +25.8% | -9.4% | +35.2% | +27.6% |
| 1Y | +21.7% | -8.8% | +30.5% | +23.0% |
| 3Y | +5.8% | +95.6% | -89.8% | -14.7% |
| 5Y | +21.4% | +30.2% | -8.7% | +6.8% |
| 10Y | +97.2% | +277.0% | -179.8% | +26.6% |
| All | +502.4% | +6,258.1% | -5,755.7% | +161.5% |
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