+464.6%
MDLZ vs BRO
+1,578.6%
-1,114.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.0% |
| 7D | 0.0% | -7.6% | +7.6% | +2.3% |
| 30D | +1.4% | -6.9% | +8.3% | +3.6% |
| 3M | 0.0% | +12.8% | -12.8% | -3.7% |
| 6M | +9.1% | -5.9% | +15.0% | +10.4% |
| YTD | +17.9% | -15.9% | +33.8% | +23.1% |
| 1Y | +3.2% | -28.1% | +31.4% | +12.9% |
| 3Y | -2.5% | -7.0% | +4.5% | -2.8% |
| 5Y | +17.6% | +18.0% | -0.4% | +6.8% |
| 10Y | +87.9% | +293.9% | -206.0% | +20.8% |
| All | +464.6% | +1,578.6% | -1,114.0% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling