+404.4%
MDLZ vs BTG
+392.0%
+12.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -2.1% | +36.8% | -38.9% | -3.1% |
| 3M | +1.3% | +23.1% | -21.8% | +0.5% |
| 6M | +6.2% | +3.5% | +2.7% | +5.8% |
| YTD | +15.8% | +25.5% | -9.7% | +14.6% |
| 1Y | +4.1% | +40.1% | -36.0% | +2.6% |
| 3Y | -4.1% | +101.1% | -105.2% | -6.9% |
| 5Y | +13.4% | +70.6% | -57.2% | +10.1% |
| 10Y | +75.7% | +152.1% | -76.4% | +68.4% |
| All | +404.4% | +392.0% | +12.4% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling