+477.0%
MDLZ vs BUD
+215.1%
+262.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | +7.9% | +7.4% | +0.6% | +5.6% |
| 3M | +8.9% | +4.3% | +4.6% | +7.4% |
| 6M | +10.5% | +5.3% | +5.2% | +8.6% |
| YTD | +27.1% | +33.2% | -6.1% | +16.0% |
| 1Y | +20.9% | +31.8% | -10.8% | +10.7% |
| 3Y | +5.5% | +47.8% | -42.2% | -7.9% |
| 5Y | +22.2% | +50.2% | -27.9% | +4.6% |
| 10Y | +106.1% | -4.8% | +110.9% | +92.8% |
| All | +477.0% | +215.1% | +262.0% | +291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling