+17.6%
MDLZ vs BTG
+75.0%
-57.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | +2.4% | -2.5% | -0.2% |
| 30D | +1.4% | +9.5% | -8.0% | +0.9% |
| 3M | 0.0% | +38.5% | -38.5% | -2.0% |
| 6M | +9.1% | +5.6% | +3.5% | +8.5% |
| YTD | +17.9% | +23.9% | -6.0% | +15.7% |
| 1Y | +3.2% | +32.1% | -28.9% | +0.5% |
| 3Y | -2.5% | +103.2% | -105.7% | -9.0% |
| 5Y | +17.6% | +79.7% | -62.1% | +10.4% |
| All | +17.6% | +75.0% | -57.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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