+30.8%
MDLZ vs COMP
-52.0%
+82.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -11.9% | -1.5% |
| 7D | +1.7% | +13.4% | -11.8% | +1.2% |
| 30D | +11.2% | +11.1% | +0.1% | +10.7% |
| 3M | +6.1% | -18.8% | +25.0% | +6.7% |
| 6M | +8.6% | +10.5% | -1.9% | +7.8% |
| YTD | +25.8% | -3.4% | +29.3% | +25.1% |
| 1Y | +21.7% | +19.7% | +2.0% | +20.0% |
| 3Y | +5.8% | +381.6% | -375.8% | -2.3% |
| 5Y | +21.4% | -17.6% | +39.0% | +12.1% |
| All | +30.8% | -52.0% | +82.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling