+23.0%
MDLZ vs BP
+113.6%
-90.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +2.3% | +3.8% | -1.5% | +2.0% |
| 30D | +7.9% | -5.3% | +13.2% | +8.3% |
| 3M | +7.3% | +9.3% | -2.0% | +6.3% |
| 6M | +11.7% | +7.2% | +4.5% | +10.7% |
| YTD | +28.7% | +38.0% | -9.3% | +24.6% |
| 1Y | +22.8% | +33.2% | -10.4% | +19.2% |
| 3Y | +6.6% | +50.3% | -43.7% | +1.9% |
| All | +23.0% | +113.6% | -90.6% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling