+81.8%
MDLZ vs BR
+190.5%
-108.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | -6.0% | +7.6% | +3.7% |
| 30D | +1.1% | -0.9% | +2.0% | +1.3% |
| 3M | -1.8% | +16.4% | -18.2% | -7.1% |
| 6M | +12.3% | -8.2% | +20.5% | +14.8% |
| YTD | +18.0% | -23.2% | +41.3% | +28.1% |
| 1Y | +3.8% | -30.9% | +34.7% | +16.9% |
| 3Y | -2.4% | -5.0% | +2.6% | -3.9% |
| 5Y | +18.4% | +8.8% | +9.7% | +8.1% |
| All | +81.8% | +190.5% | -108.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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