+22.5%
MDLZ vs BUD
+38.6%
-16.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +2.2% | +6.0% | -3.9% | -0.5% |
| 30D | +10.1% | +11.3% | -1.1% | +5.3% |
| 3M | +9.1% | +3.6% | +5.5% | +7.2% |
| 6M | +10.0% | +7.7% | +2.3% | +6.2% |
| YTD | +26.8% | +36.4% | -9.5% | +12.3% |
| 1Y | +22.5% | +37.8% | -15.4% | +8.6% |
| All | +22.5% | +38.6% | -16.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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