-4.6%
MDLZ vs BRO
-7.6%
+3.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.9% | -7.3% | +9.2% | +3.6% |
| 30D | +0.4% | -6.9% | +7.3% | +2.0% |
| 3M | -0.6% | +10.7% | -11.3% | -2.5% |
| 6M | +14.7% | -2.7% | +17.4% | +15.3% |
| YTD | +18.0% | -16.3% | +34.3% | +22.6% |
| 1Y | +4.1% | -29.1% | +33.2% | +12.6% |
| 3Y | -4.6% | -7.8% | +3.3% | -9.1% |
| All | -4.6% | -7.6% | +3.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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