-2.3%
MDLZ vs BTSG
+493.4%
-495.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +6.0% | -3.7% | +2.3% |
| 30D | +7.9% | +12.4% | -4.5% | +7.8% |
| 3M | +7.3% | +18.2% | -11.0% | +7.1% |
| 6M | +11.7% | +26.0% | -14.4% | +11.3% |
| YTD | +28.7% | +90.1% | -61.4% | +28.0% |
| 1Y | +22.8% | +124.3% | -101.5% | +22.1% |
| All | -2.3% | +493.4% | -495.7% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling