+508.6%
MDLZ vs BTI
+3,075.7%
-2,567.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.0% | -3.0% | +2.0% | 0.0% |
| 30D | +7.9% | +9.8% | -1.8% | +4.8% |
| 3M | +8.9% | +9.2% | -0.3% | +5.8% |
| 6M | +10.5% | +4.0% | +6.4% | +8.8% |
| YTD | +27.1% | +12.7% | +14.5% | +21.7% |
| 1Y | +20.9% | +15.9% | +5.0% | +14.6% |
| 3Y | +5.5% | +148.9% | -143.4% | -22.8% |
| 5Y | +22.2% | +152.8% | -130.5% | -11.8% |
| 10Y | +106.1% | +124.2% | -18.1% | +48.5% |
| All | +508.6% | +3,075.7% | -2,567.1% | +144.5% |
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 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