+107.6%
MDLZ vs GD
+165.7%
-58.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.3% |
| 30D | +7.9% | +8.6% | -0.7% | +4.7% |
| 3M | +7.3% | -7.1% | +14.3% | +9.9% |
| 6M | +11.7% | +7.5% | +4.2% | +8.3% |
| YTD | +28.7% | +9.9% | +18.8% | +23.3% |
| 1Y | +22.8% | +7.6% | +15.2% | +18.5% |
| 3Y | +6.6% | +56.2% | -49.6% | -12.0% |
| 5Y | +23.2% | +100.6% | -77.5% | -9.3% |
| All | +107.6% | +165.7% | -58.2% | +34.1% |
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