+17.6%
MDLZ vs BTDR
+24.7%
-7.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.3% |
| 7D | 0.0% | +14.8% | -14.9% | 0.0% |
| 30D | +1.4% | +41.8% | -40.4% | +1.5% |
| 3M | 0.0% | -29.2% | +29.2% | +0.2% |
| 6M | +9.1% | +66.2% | -57.0% | +8.8% |
| YTD | +17.9% | +10.0% | +8.0% | +17.7% |
| 1Y | +3.2% | -11.0% | +14.2% | +3.1% |
| 3Y | -2.5% | +6.9% | -9.4% | -3.0% |
| 5Y | +17.6% | +24.7% | -7.1% | +16.8% |
| All | +17.6% | +24.7% | -7.1% | +16.8% |
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