+454.2%
MDLZ vs GEN
+962.2%
-507.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | -2.1% | +10.1% | -12.3% | -3.3% |
| 3M | +1.3% | +16.1% | -14.8% | -0.7% |
| 6M | +6.2% | +38.9% | -32.7% | +1.4% |
| YTD | +15.8% | +14.4% | +1.4% | +13.1% |
| 1Y | +4.1% | +5.9% | -1.7% | +2.7% |
| 3Y | -4.1% | +58.8% | -62.9% | -11.1% |
| 5Y | +13.4% | +24.7% | -11.3% | +7.2% |
| 10Y | +75.7% | +163.1% | -87.3% | +45.9% |
| All | +454.2% | +962.2% | -507.9% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling