+464.7%
MDLZ vs BRKR
+182.4%
+282.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.9% | -8.7% | +10.6% | +2.7% |
| 30D | +0.4% | -9.9% | +10.3% | +1.3% |
| 3M | -0.6% | -3.1% | +2.5% | -1.0% |
| 6M | +14.7% | +45.5% | -30.8% | +9.4% |
| YTD | +18.0% | +13.7% | +4.3% | +14.9% |
| 1Y | +4.1% | +67.4% | -63.3% | -2.7% |
| 3Y | -4.6% | -13.2% | +8.6% | -6.7% |
| 5Y | +18.4% | -39.5% | +57.8% | +18.7% |
| 10Y | +88.0% | +153.5% | -65.5% | +63.5% |
| All | +464.7% | +182.4% | +282.3% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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