-1.7%
MDLZ vs GLXY
+15.1%
-16.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.7% |
| 7D | 0.0% | +15.5% | -15.4% | +0.5% |
| 30D | -1.6% | +34.1% | -35.7% | -0.7% |
| 3M | +0.9% | -11.3% | +12.2% | +1.5% |
| 6M | +7.3% | +31.6% | -24.3% | +7.9% |
| YTD | +16.4% | +21.0% | -4.5% | +17.1% |
| 1Y | +3.0% | +11.7% | -8.7% | +3.2% |
| All | -1.7% | +15.1% | -16.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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