+23.5%
MDLZ vs MAS
+37.4%
-13.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.4% |
| 7D | +6.9% | +4.6% | +2.3% | +6.3% |
| 30D | +12.1% | +19.9% | -7.8% | +9.8% |
| 3M | +7.7% | +8.9% | -1.2% | +6.4% |
| 6M | +10.8% | +20.2% | -9.4% | +7.4% |
| YTD | +27.4% | +33.9% | -6.5% | +17.4% |
| 1Y | +23.5% | +34.7% | -11.1% | +13.9% |
| All | +23.5% | +37.4% | -13.9% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling