+23.0%
MDLZ vs BTDR
-44.0%
+67.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +7.3% | -36.1% | +43.3% | +7.1% |
| 6M | +11.7% | -57.6% | +69.3% | +11.4% |
| YTD | +28.7% | -50.0% | +78.8% | +28.2% |
| 1Y | +22.8% | -49.6% | +72.4% | +22.2% |
| 3Y | +6.6% | +48.5% | -42.0% | +5.7% |
| All | +23.0% | -44.0% | +67.0% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling