+23.0%
MDLZ vs M
-3.3%
+26.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.3% | +7.0% | -4.7% | +1.9% |
| 30D | +7.9% | +8.9% | -1.0% | +7.4% |
| 3M | +7.3% | +4.5% | +2.8% | +6.9% |
| 6M | +11.7% | +36.2% | -24.5% | +9.6% |
| YTD | +28.7% | +15.1% | +13.6% | +27.3% |
| 1Y | +22.8% | +27.4% | -4.7% | +20.6% |
| 3Y | +6.6% | +160.1% | -153.6% | -2.0% |
| All | +23.0% | -3.3% | +26.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling