+81.6%
MDLZ vs BNS
+184.7%
-103.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | 0.0% | -1.3% | +1.2% | +0.4% |
| 30D | +1.4% | +4.0% | -2.6% | -0.1% |
| 3M | 0.0% | +13.8% | -13.8% | -4.8% |
| 6M | +9.1% | +32.7% | -23.5% | -1.8% |
| YTD | +17.9% | +27.6% | -9.7% | +7.5% |
| 1Y | +3.2% | +47.4% | -44.2% | -10.8% |
| 3Y | -2.5% | +129.0% | -131.5% | -29.3% |
| 5Y | +17.6% | +92.7% | -75.1% | -9.7% |
| All | +81.6% | +184.7% | -103.1% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling