+17.8%
MDLZ vs BROS
+38.3%
-20.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | 0.0% | -6.6% | +6.5% | +0.1% |
| 30D | +1.4% | -12.3% | +13.8% | +1.7% |
| 3M | 0.0% | -22.2% | +22.2% | +0.5% |
| 6M | +9.1% | -14.3% | +23.4% | +9.3% |
| YTD | +17.9% | -26.6% | +44.5% | +18.4% |
| 1Y | +3.2% | -31.5% | +34.7% | +3.8% |
| 3Y | -2.5% | +62.3% | -64.7% | -5.6% |
| All | +17.8% | +38.3% | -20.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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