+24.2%
MDLZ vs MAS
+48.4%
-24.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.2% | +2.5% |
| 7D | +8.9% | +14.2% | -5.3% | +6.4% |
| 30D | +15.2% | +26.8% | -11.6% | +10.6% |
| 3M | +9.5% | +13.1% | -3.6% | +7.1% |
| 6M | +11.7% | +27.9% | -16.3% | +6.3% |
| YTD | +28.4% | +38.7% | -10.2% | +19.7% |
| 1Y | +24.4% | +40.4% | -16.0% | +15.6% |
| 3Y | +7.1% | +66.1% | -59.0% | -6.1% |
| 5Y | +24.2% | +47.4% | -23.2% | +8.2% |
| All | +24.2% | +48.4% | -24.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling