+16.1%
MDLZ vs BNS
+94.9%
-78.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.4% |
| 30D | -1.6% | +4.5% | -6.1% | -2.6% |
| 3M | +0.9% | +15.8% | -14.9% | -2.9% |
| 6M | +7.3% | +31.5% | -24.1% | -0.3% |
| YTD | +16.4% | +28.6% | -12.2% | +8.6% |
| 1Y | +3.0% | +48.2% | -45.2% | -7.8% |
| 3Y | -3.7% | +130.8% | -134.5% | -25.2% |
| All | +16.1% | +94.9% | -78.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling