+23.0%
MDLZ vs GFI
+300.1%
-277.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.3% | -8.7% | +11.0% | +2.6% |
| 30D | +7.9% | +0.6% | +7.4% | +7.9% |
| 3M | +7.3% | -7.5% | +14.7% | +7.3% |
| 6M | +11.7% | -18.3% | +30.0% | +12.2% |
| YTD | +28.7% | -13.8% | +42.5% | +28.8% |
| 1Y | +22.8% | -8.8% | +31.6% | +22.5% |
| 3Y | +6.6% | +215.8% | -209.3% | -0.1% |
| All | +23.0% | +300.1% | -277.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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