+454.2%
MDLZ vs BP
+179.4%
+274.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.7% | +3.9% | -5.7% | -2.6% |
| 30D | -2.1% | +7.6% | -9.7% | -3.7% |
| 3M | +1.3% | +0.7% | +0.6% | +0.9% |
| 6M | +6.2% | +15.5% | -9.3% | +2.4% |
| YTD | +15.8% | +30.8% | -15.0% | +8.5% |
| 1Y | +4.1% | +34.3% | -30.2% | -3.2% |
| 3Y | -4.1% | +35.1% | -39.1% | -12.3% |
| 5Y | +13.4% | +126.8% | -113.5% | -10.2% |
| 10Y | +75.7% | +123.4% | -47.6% | +31.8% |
| All | +454.2% | +179.4% | +274.8% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling