+81.8%
MDLZ vs BNS
+187.0%
-105.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | +1.1% | +4.5% | -3.4% | -0.6% |
| 3M | -1.8% | +14.9% | -16.7% | -6.8% |
| 6M | +12.3% | +32.5% | -20.2% | +1.2% |
| YTD | +18.0% | +28.6% | -10.6% | +7.3% |
| 1Y | +3.8% | +48.4% | -44.6% | -10.5% |
| 3Y | -2.4% | +130.8% | -133.2% | -29.4% |
| 5Y | +18.4% | +94.8% | -76.4% | -9.4% |
| All | +81.8% | +187.0% | -105.2% | +7.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling