+21.4%
MDLZ vs BTI
+154.6%
-133.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +10.1% | +9.6% | +0.6% | +7.1% |
| 3M | +9.1% | +8.3% | +0.8% | +6.4% |
| 6M | +10.0% | +7.5% | +2.5% | +7.4% |
| YTD | +26.8% | +12.3% | +14.6% | +21.9% |
| 1Y | +22.5% | +16.2% | +6.3% | +16.5% |
| 3Y | +5.3% | +148.0% | -142.7% | -22.9% |
| 5Y | +21.4% | +153.2% | -131.8% | -17.6% |
| All | +21.4% | +154.6% | -133.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling