+78.1%
MDLZ vs M
-1.9%
+80.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | -1.7% | +4.7% | -6.5% | -2.0% |
| 30D | -2.1% | -9.6% | +7.5% | -1.5% |
| 3M | +1.3% | +0.9% | +0.5% | +1.1% |
| 6M | +6.2% | +22.3% | -16.1% | +4.6% |
| YTD | +15.8% | +6.5% | +9.3% | +14.9% |
| 1Y | +4.1% | +38.8% | -34.6% | +1.4% |
| 3Y | -4.1% | +115.9% | -120.0% | -11.2% |
| 5Y | +13.4% | +28.6% | -15.3% | +6.5% |
| All | +78.1% | -1.9% | +80.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling