+90.0%
MDLZ vs GEN
+157.3%
-67.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | +1.7% | +2.3% | -0.6% | +1.4% |
| 30D | +11.2% | +33.1% | -21.9% | +7.4% |
| 3M | +6.1% | +6.5% | -0.3% | +5.0% |
| 6M | +8.6% | +53.8% | -45.2% | +2.5% |
| YTD | +25.8% | +11.2% | +14.6% | +23.4% |
| 1Y | +21.7% | +19.4% | +2.3% | +18.2% |
| 3Y | +5.8% | +81.0% | -75.2% | -3.5% |
| 5Y | +21.4% | +33.4% | -12.0% | +13.8% |
| All | +90.0% | +157.3% | -67.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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