+502.4%
MDLZ vs BP
+184.0%
+318.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | -11.6% | +13.3% | +4.2% |
| 30D | +11.2% | 0.0% | +11.1% | +11.0% |
| 3M | +6.1% | +6.7% | -0.6% | +4.4% |
| 6M | +8.6% | +2.2% | +6.4% | +7.4% |
| YTD | +25.8% | +33.0% | -7.1% | +17.3% |
| 1Y | +21.7% | +30.7% | -9.0% | +13.7% |
| 3Y | +5.8% | +44.2% | -38.4% | -4.7% |
| 5Y | +21.4% | +105.1% | -83.7% | -1.5% |
| 10Y | +97.2% | +133.5% | -36.3% | +46.1% |
| All | +502.4% | +184.0% | +318.4% | +305.6% |
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 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