-3.7%
MDLZ vs BR
-4.7%
+1.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.1% |
| 7D | 0.0% | -5.9% | +6.0% | +1.2% |
| 30D | -1.6% | +1.9% | -3.5% | -2.0% |
| 3M | +0.9% | +14.7% | -13.8% | -2.1% |
| 6M | +7.3% | -12.8% | +20.1% | +9.8% |
| YTD | +16.4% | -23.0% | +39.5% | +22.4% |
| 1Y | +3.0% | -31.7% | +34.6% | +11.1% |
| 3Y | -3.7% | -4.8% | +1.1% | -6.2% |
| All | -3.7% | -4.7% | +1.0% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling