+3.2%
MDLZ vs GTLB
-3.3%
+6.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.2% |
| 7D | 0.0% | -6.6% | +6.5% | -0.4% |
| 30D | +1.4% | +13.7% | -12.3% | +2.2% |
| 3M | 0.0% | +52.9% | -52.9% | +2.8% |
| 6M | +9.1% | +88.5% | -79.3% | +14.7% |
| YTD | +17.9% | +23.4% | -5.5% | +21.2% |
| 1Y | +3.2% | -3.8% | +7.0% | +4.0% |
| All | +3.2% | -3.3% | +6.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling