+516.3%
MDLZ vs MCO
+3,914.2%
-3,398.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +7.9% | +9.8% | -1.9% | +5.5% |
| 3M | +7.3% | +4.3% | +3.0% | +6.0% |
| 6M | +11.7% | +16.5% | -4.8% | +7.3% |
| YTD | +28.7% | +0.1% | +28.6% | +27.6% |
| 1Y | +22.8% | +4.4% | +18.3% | +20.4% |
| 3Y | +6.6% | +51.6% | -45.0% | -6.0% |
| 5Y | +23.2% | +36.7% | -13.5% | +9.7% |
| 10Y | +108.7% | +455.7% | -347.0% | +32.1% |
| All | +516.3% | +3,914.2% | -3,398.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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