+6.6%
MDLZ vs GPN
-12.5%
+19.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.0% |
| 7D | +2.3% | -5.6% | +7.9% | +2.9% |
| 30D | +7.9% | +13.6% | -5.7% | +6.2% |
| 3M | +7.3% | -2.8% | +10.1% | +7.2% |
| 6M | +11.7% | +38.1% | -26.4% | +7.7% |
| YTD | +28.7% | +19.9% | +8.8% | +25.6% |
| 1Y | +22.8% | +23.4% | -0.6% | +19.2% |
| 3Y | +6.6% | -12.6% | +19.2% | +9.1% |
| All | +6.6% | -12.5% | +19.1% | +9.1% |
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