+81.7%
MDLZ vs BNY
+416.3%
-334.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -0.6% | +14.9% | -15.6% | -4.3% |
| 6M | +14.7% | +40.0% | -25.3% | +4.8% |
| YTD | +18.0% | +42.0% | -24.0% | +7.0% |
| 1Y | +4.1% | +56.9% | -52.7% | -8.2% |
| 3Y | -4.6% | +289.9% | -294.4% | -35.9% |
| 5Y | +18.4% | +259.2% | -240.8% | -20.5% |
| All | +81.7% | +416.3% | -334.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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