+357.3%
MDLZ vs BNS
+1,485.2%
-1,128.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +7.9% | +2.8% | +5.2% | +7.0% |
| 3M | +7.3% | +3.0% | +4.3% | +5.9% |
| 6M | +11.7% | +23.3% | -11.6% | +4.1% |
| YTD | +28.7% | +29.3% | -0.6% | +18.0% |
| 1Y | +22.8% | +41.7% | -18.9% | +9.3% |
| 3Y | +6.6% | +147.7% | -141.1% | -21.0% |
| 5Y | +23.2% | +79.4% | -56.2% | +0.1% |
| 10Y | +108.7% | +188.5% | -79.8% | +42.3% |
| All | +357.3% | +1,485.2% | -1,128.0% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling