-2.6%
MDLZ vs MAGS
+187.1%
-189.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.7% | -1.8% | +3.4% | +1.6% |
| 30D | +1.1% | +1.1% | 0.0% | +1.2% |
| 3M | -1.8% | +7.7% | -9.6% | -1.5% |
| 6M | +12.3% | +11.7% | +0.6% | +12.8% |
| YTD | +18.0% | +4.9% | +13.2% | +18.4% |
| 1Y | +3.8% | +14.3% | -10.5% | +4.3% |
| 3Y | -2.4% | +128.9% | -131.3% | -7.0% |
| All | -2.6% | +187.1% | -189.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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