+22.9%
MDLZ vs COMP
-28.0%
+50.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.3% | -0.6% |
| 7D | +6.9% | -1.8% | +8.7% | +6.9% |
| 30D | +12.1% | -0.8% | +12.8% | +12.0% |
| 3M | +7.7% | -28.1% | +35.8% | +8.7% |
| 6M | +10.8% | +27.0% | -16.2% | +9.4% |
| YTD | +27.4% | -12.8% | +40.1% | +27.0% |
| 1Y | +23.5% | +4.9% | +18.6% | +22.3% |
| 3Y | +6.2% | +321.0% | -314.8% | -2.3% |
| 5Y | +22.9% | -25.6% | +48.5% | +16.7% |
| All | +22.9% | -28.0% | +50.8% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling