+3.0%
MDLZ vs MAGS
+13.9%
-10.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | 0.0% | +1.2% | -1.2% | +0.2% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +0.9% | +3.8% | -2.9% | +1.9% |
| 6M | +7.3% | +13.2% | -5.9% | +9.3% |
| YTD | +16.4% | +4.7% | +11.7% | +17.1% |
| 1Y | +3.0% | +14.4% | -11.4% | +3.6% |
| All | +3.0% | +13.9% | -10.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling