+4.1%
MDLZ vs BNY
+59.3%
-55.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +1.9% | -1.3% | +3.2% | +1.7% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -0.6% | +14.9% | -15.6% | +0.9% |
| 6M | +14.7% | +40.0% | -25.3% | +17.8% |
| YTD | +18.0% | +42.0% | -24.0% | +20.3% |
| 1Y | +4.1% | +56.9% | -52.7% | +5.9% |
| All | +4.1% | +59.3% | -55.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling