+79.0%
MDLZ vs BP
+126.3%
-47.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -1.6% | +9.1% | -10.7% | -3.1% |
| 3M | +0.9% | +3.9% | -3.0% | 0.0% |
| 6M | +7.3% | +13.6% | -6.3% | +4.5% |
| YTD | +16.4% | +34.0% | -17.6% | +10.0% |
| 1Y | +3.0% | +39.2% | -36.2% | -3.6% |
| 3Y | -3.7% | +36.4% | -40.1% | -10.5% |
| 5Y | +15.6% | +135.8% | -120.2% | -6.7% |
| 10Y | +79.0% | +125.0% | -46.1% | +35.6% |
| All | +79.0% | +126.3% | -47.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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