+6.6%
MDLZ vs BTDR
+41.1%
-34.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +1.4% |
| 7D | +2.3% | -6.9% | +9.2% | +2.3% |
| 30D | +7.9% | -31.5% | +39.5% | +7.7% |
| 3M | +7.3% | -36.1% | +43.3% | +7.0% |
| 6M | +11.7% | -57.6% | +69.3% | +11.4% |
| YTD | +28.7% | -50.0% | +78.8% | +28.0% |
| 1Y | +22.8% | -49.6% | +72.4% | +22.0% |
| 3Y | +6.6% | +48.5% | -42.0% | +4.9% |
| All | +6.6% | +41.1% | -34.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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