+509.7%
MDLZ vs MAS
+571.0%
-61.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | +6.9% | +4.6% | +2.3% | +5.9% |
| 30D | +12.1% | +19.9% | -7.8% | +8.0% |
| 3M | +7.7% | +8.9% | -1.2% | +5.7% |
| 6M | +10.8% | +20.2% | -9.4% | +6.1% |
| YTD | +27.4% | +33.9% | -6.5% | +18.6% |
| 1Y | +23.5% | +34.7% | -11.1% | +14.9% |
| 3Y | +6.2% | +60.4% | -54.2% | -6.2% |
| 5Y | +22.9% | +43.5% | -20.6% | +9.3% |
| 10Y | +99.6% | +226.7% | -127.1% | +48.0% |
| All | +509.7% | +571.0% | -61.3% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling