+74.8%
MDLZ vs MAS
+137.9%
-63.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -1.7% | -0.8% | -1.0% | -1.6% |
| 30D | -2.1% | -5.6% | +3.5% | -0.7% |
| 3M | +1.3% | +4.4% | -3.1% | -0.6% |
| 6M | +6.2% | +7.2% | -1.0% | +2.9% |
| YTD | +15.8% | +16.1% | -0.3% | +9.3% |
| 1Y | +4.1% | +0.1% | +4.0% | +2.2% |
| 3Y | -4.1% | +28.3% | -32.4% | -14.7% |
| 5Y | +13.4% | +30.5% | -17.1% | -2.2% |
| All | +74.8% | +137.9% | -63.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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