+18.3%
MDLZ vs GPN
-47.3%
+65.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.7% |
| 7D | 0.0% | -6.2% | +6.2% | +0.8% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | 0.0% | +36.9% | -36.9% | -4.2% |
| 6M | +9.1% | +16.8% | -7.6% | +6.5% |
| YTD | +17.9% | +13.2% | +4.7% | +15.2% |
| 1Y | +3.2% | +1.4% | +1.8% | +2.4% |
| 3Y | -2.5% | -28.6% | +26.2% | +1.0% |
| All | +18.3% | -47.3% | +65.6% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling