+454.2%
MDLZ vs MCO
+3,798.5%
-3,344.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | -1.7% | -4.2% | +2.4% | -0.7% |
| 30D | -2.1% | +2.2% | -4.3% | -2.7% |
| 3M | +1.3% | +10.1% | -8.8% | -1.2% |
| 6M | +6.2% | +5.3% | +0.9% | +4.5% |
| YTD | +15.8% | -2.7% | +18.5% | +15.7% |
| 1Y | +4.1% | -0.4% | +4.5% | +3.2% |
| 3Y | -4.1% | +49.0% | -53.1% | -15.1% |
| 5Y | +13.4% | +33.6% | -20.3% | +1.5% |
| 10Y | +75.7% | +395.3% | -319.6% | +14.1% |
| All | +454.2% | +3,798.5% | -3,344.3% | +127.0% |
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