+92.3%
MDLZ vs MAS
+219.8%
-127.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | +6.9% | +4.6% | +2.3% | +5.6% |
| 30D | +12.1% | +19.9% | -7.8% | +7.0% |
| 3M | +7.7% | +8.9% | -1.2% | +5.2% |
| 6M | +10.8% | +20.2% | -9.4% | +4.7% |
| YTD | +27.4% | +33.9% | -6.5% | +15.8% |
| 1Y | +23.5% | +34.7% | -11.1% | +12.1% |
| 3Y | +6.2% | +60.4% | -54.2% | -11.2% |
| 5Y | +22.9% | +43.5% | -20.6% | +4.0% |
| All | +92.3% | +219.8% | -127.5% | +21.5% |
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