+20.9%
MDLZ vs BTSG
+116.3%
-95.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +4.0% | -5.0% | -1.1% |
| 30D | +7.9% | +15.3% | -7.3% | +7.3% |
| 3M | +8.9% | +25.4% | -16.5% | +8.1% |
| 6M | +10.5% | +31.9% | -21.4% | +8.2% |
| YTD | +27.1% | +93.9% | -66.8% | +20.5% |
| 1Y | +20.9% | +114.2% | -93.2% | +12.8% |
| All | +20.9% | +116.3% | -95.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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