+104.5%
MDLZ vs GD
+165.4%
-60.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | +8.2% | +9.2% | -1.0% | +4.8% |
| 3M | +8.0% | -7.5% | +15.4% | +10.8% |
| 6M | +9.7% | +5.8% | +4.0% | +7.0% |
| YTD | +26.9% | +9.8% | +17.1% | +21.6% |
| 1Y | +20.9% | +5.8% | +15.1% | +17.4% |
| 3Y | +5.3% | +58.0% | -52.7% | -13.5% |
| 5Y | +21.4% | +100.4% | -79.0% | -10.5% |
| All | +104.5% | +165.4% | -60.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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