+4.1%
MDLZ vs BNS
+52.2%
-48.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.4% |
| 7D | -1.7% | +1.5% | -3.3% | -1.6% |
| 30D | -2.1% | +6.0% | -8.1% | -1.4% |
| 3M | +1.3% | +16.3% | -15.0% | +1.9% |
| 6M | +6.2% | +28.8% | -22.6% | +5.4% |
| YTD | +15.8% | +30.0% | -14.2% | +14.0% |
| 1Y | +4.1% | +50.7% | -46.6% | +3.4% |
| All | +4.1% | +52.2% | -48.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling