-4.6%
MDLZ vs MCK
+112.3%
-116.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.9% | -2.9% | +4.8% | +2.2% |
| 30D | +0.4% | +0.4% | 0.0% | +0.3% |
| 3M | -0.6% | +12.1% | -12.7% | -2.0% |
| 6M | +14.7% | -5.4% | +20.2% | +14.7% |
| YTD | +18.0% | +7.8% | +10.2% | +16.5% |
| 1Y | +4.1% | +22.9% | -18.8% | +1.8% |
| 3Y | -4.6% | +110.7% | -115.3% | -7.0% |
| All | -4.6% | +112.3% | -116.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 3y: compounded portfolio wealth divided by compounded MCK 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…
3y analysis · Full analysis span regression · 6 months rolling