+454.2%
MDLZ vs BTI
+2,734.0%
-2,279.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -2.1% | -6.6% | +4.5% | 0.0% |
| 3M | +1.3% | -3.0% | +4.3% | +2.3% |
| 6M | +6.2% | -6.7% | +12.9% | +8.2% |
| YTD | +15.8% | +0.6% | +15.2% | +15.0% |
| 1Y | +4.1% | +5.6% | -1.5% | +1.7% |
| 3Y | -4.1% | +110.3% | -114.4% | -25.9% |
| 5Y | +13.4% | +114.3% | -100.9% | -13.8% |
| 10Y | +75.7% | +67.7% | +8.1% | +38.8% |
| All | +454.2% | +2,734.0% | -2,279.7% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling