+18.3%
MDLZ vs GNRC
-59.1%
+77.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.4% |
| 7D | 0.0% | +3.2% | -3.2% | -0.2% |
| 30D | +1.4% | -9.5% | +11.0% | +1.8% |
| 3M | 0.0% | -28.5% | +28.6% | +1.0% |
| 6M | +9.1% | -10.0% | +19.1% | +8.7% |
| YTD | +17.9% | +36.7% | -18.8% | +15.1% |
| 1Y | +3.2% | +2.6% | +0.7% | +1.8% |
| 3Y | -2.5% | +61.9% | -64.4% | -7.0% |
| All | +18.3% | -59.1% | +77.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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