+4.3%
MDLZ vs GEHC
+4.1%
+0.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | 0.0% | -7.6% | +7.6% | +0.9% |
| 30D | +1.4% | -10.7% | +12.1% | +2.9% |
| 3M | 0.0% | -1.2% | +1.2% | 0.0% |
| 6M | +9.1% | -13.7% | +22.9% | +10.6% |
| YTD | +17.9% | -20.4% | +38.4% | +20.5% |
| 1Y | +3.2% | -17.0% | +20.3% | +4.8% |
| 3Y | -2.5% | +0.9% | -3.4% | -3.7% |
| All | +4.3% | +4.1% | +0.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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