+464.6%
MDLZ vs BNY
+433.4%
+31.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +1.4% | +1.9% | -0.5% | +1.0% |
| 3M | 0.0% | +13.9% | -13.9% | -2.8% |
| 6M | +9.1% | +42.3% | -33.2% | +1.2% |
| YTD | +17.9% | +41.8% | -23.9% | +9.2% |
| 1Y | +3.2% | +57.9% | -54.7% | -6.6% |
| 3Y | -2.5% | +290.7% | -293.2% | -27.5% |
| 5Y | +17.6% | +252.3% | -234.7% | -11.9% |
| 10Y | +87.9% | +412.8% | -324.9% | +26.8% |
| All | +464.6% | +433.4% | +31.2% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling