+87.9%
MDLZ vs BTI
+68.1%
+19.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | +1.4% | -4.8% | +6.2% | +3.1% |
| 3M | 0.0% | -8.1% | +8.1% | +2.8% |
| 6M | +9.1% | -4.2% | +13.3% | +10.4% |
| YTD | +17.9% | -1.3% | +19.2% | +17.9% |
| 1Y | +3.2% | +2.1% | +1.1% | +1.8% |
| 3Y | -2.5% | +108.9% | -111.4% | -25.8% |
| 5Y | +17.6% | +114.5% | -96.9% | -12.3% |
| 10Y | +87.9% | +72.2% | +15.7% | +39.5% |
| All | +87.9% | +68.1% | +19.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling