+23.0%
MDLZ vs GFS
-25.2%
+48.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.5% |
| 7D | +2.3% | +7.4% | -5.1% | +2.1% |
| 30D | +7.9% | -15.3% | +23.2% | +8.3% |
| 3M | +7.3% | -21.1% | +28.3% | +7.8% |
| 6M | +11.7% | -44.5% | +56.2% | +13.2% |
| YTD | +28.7% | +19.2% | +9.5% | +24.4% |
| 1Y | +22.8% | +27.2% | -4.5% | +18.1% |
| 3Y | +6.6% | -20.1% | +26.7% | +4.3% |
| All | +23.0% | -25.2% | +48.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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