-4.6%
MDLZ vs GPN
-28.6%
+24.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | 0.0% | -6.2% | +6.2% | +0.6% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | 0.0% | +36.9% | -36.9% | -3.1% |
| 6M | +9.1% | +16.8% | -7.6% | +7.2% |
| YTD | +17.9% | +13.2% | +4.7% | +16.0% |
| 1Y | +3.2% | +1.4% | +1.8% | +2.8% |
| All | -4.6% | -28.6% | +24.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling