+26.0%
MDLZ vs GTLB
-49.8%
+75.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -1.0% | -9.6% | +8.6% | -0.9% |
| 30D | +7.9% | -15.5% | +23.5% | +8.1% |
| 3M | +8.9% | +12.4% | -3.5% | +8.7% |
| 6M | +10.5% | +84.6% | -74.1% | +9.5% |
| YTD | +27.1% | +26.1% | +1.1% | +26.8% |
| 1Y | +20.9% | +1.7% | +19.2% | +21.1% |
| 3Y | +5.5% | +6.1% | -0.5% | +4.4% |
| 5Y | +22.2% | -61.1% | +83.4% | +17.0% |
| All | +26.0% | -49.8% | +75.7% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling