+3.0%
MDLZ vs BROS
-30.1%
+33.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | -1.6% | -13.5% | +11.9% | -1.0% |
| 3M | +0.9% | -18.4% | +19.3% | +1.5% |
| 6M | +7.3% | -10.6% | +17.9% | +7.3% |
| YTD | +16.4% | -25.1% | +41.5% | +16.7% |
| 1Y | +3.0% | -28.6% | +31.6% | +3.0% |
| All | +3.0% | -30.1% | +33.1% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling