+3.2%
MDLZ vs BTI
+2.0%
+1.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | +1.4% | -4.8% | +6.2% | +3.0% |
| 3M | 0.0% | -8.1% | +8.1% | +2.9% |
| 6M | +9.1% | -4.2% | +13.3% | +11.1% |
| YTD | +17.9% | -1.3% | +19.2% | +18.2% |
| 1Y | +3.2% | +2.1% | +1.1% | +2.3% |
| All | +3.2% | +2.0% | +1.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling