+31.6%
MDLZ vs COMP
-49.2%
+80.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.5% |
| 7D | +0.1% | +14.5% | -14.5% | -0.4% |
| 30D | +10.0% | +14.9% | -4.9% | +9.4% |
| 3M | +7.1% | -14.2% | +21.3% | +7.4% |
| 6M | +9.8% | +23.7% | -13.9% | +8.7% |
| YTD | +26.6% | +2.1% | +24.6% | +25.7% |
| 1Y | +20.3% | +26.2% | -5.9% | +18.5% |
| 3Y | +5.4% | +470.9% | -465.5% | -3.3% |
| 5Y | +22.2% | -14.0% | +36.2% | +12.6% |
| All | +31.6% | -49.2% | +80.8% | +22.8% |
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