+20.3%
MDLZ vs COMP
-47.7%
+68.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | -2.1% | -13.3% | +11.2% | -1.7% |
| 3M | +1.3% | +41.1% | -39.8% | 0.0% |
| 6M | +6.2% | +17.2% | -11.0% | +5.2% |
| YTD | +15.8% | +5.2% | +10.6% | +14.9% |
| 1Y | +4.1% | +18.9% | -14.8% | +2.8% |
| 3Y | -4.1% | +215.9% | -220.0% | -10.0% |
| 5Y | +13.4% | -31.2% | +44.5% | +4.0% |
| All | +20.3% | -47.7% | +68.0% | +12.3% |
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 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