+33.5%
MDLZ vs COMP
-52.8%
+86.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.3% | +3.2% |
| 7D | +8.9% | +9.5% | -0.6% | +8.6% |
| 30D | +15.2% | +8.1% | +7.1% | +14.9% |
| 3M | +9.5% | -16.3% | +25.8% | +10.0% |
| 6M | +11.7% | +42.2% | -30.5% | +10.0% |
| YTD | +28.4% | -5.0% | +33.5% | +27.8% |
| 1Y | +24.4% | +20.1% | +4.3% | +22.7% |
| 3Y | +7.1% | +358.4% | -351.4% | -0.9% |
| 5Y | +24.2% | -21.9% | +46.2% | +14.7% |
| All | +33.5% | -52.8% | +86.2% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling