+92.2%
MDLZ vs M
+3.7%
+88.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | +0.1% |
| 7D | +0.1% | +2.5% | -2.5% | -0.1% |
| 30D | +10.0% | +10.1% | -0.1% | +9.2% |
| 3M | +7.1% | -0.9% | +8.0% | +7.0% |
| 6M | +9.8% | +30.2% | -20.4% | +7.7% |
| YTD | +26.6% | +16.3% | +10.4% | +24.8% |
| 1Y | +20.3% | +27.0% | -6.6% | +17.8% |
| 3Y | +5.4% | +154.5% | -149.1% | -3.5% |
| 5Y | +22.2% | -1.1% | +23.3% | +17.4% |
| 10Y | +92.2% | +0.5% | +91.7% | +57.4% |
| All | +92.2% | +3.7% | +88.4% | +57.4% |
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