+11.2%
MDLZ vs GEHC
+31.6%
-20.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +1.7% | +7.6% | -5.9% | +0.7% |
| 30D | +11.2% | +27.5% | -16.3% | +7.7% |
| 3M | +6.1% | +17.2% | -11.1% | +3.9% |
| 6M | +8.6% | +33.6% | -25.0% | +4.6% |
| YTD | +25.8% | +0.6% | +25.2% | +24.7% |
| 1Y | +21.7% | +11.3% | +10.4% | +19.0% |
| 3Y | +5.8% | +16.5% | -10.7% | +2.2% |
| All | +11.2% | +31.6% | -20.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling