+22.5%
MDLZ vs M
+26.3%
-3.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +2.2% | +5.0% | -2.8% | +1.9% |
| 30D | +10.1% | +10.6% | -0.5% | +9.6% |
| 3M | +9.1% | +1.6% | +7.5% | +8.8% |
| 6M | +10.0% | +30.8% | -20.9% | +9.1% |
| YTD | +26.8% | +16.9% | +9.9% | +26.3% |
| 1Y | +22.5% | +26.3% | -3.8% | +20.2% |
| All | +22.5% | +26.3% | -3.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling