+103.9%
MDLZ vs MDB
+892.0%
-788.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +10.0% | -15.2% | +25.2% | +10.4% |
| 3M | +7.1% | -17.9% | +25.0% | +7.4% |
| 6M | +9.8% | +9.3% | +0.5% | +8.7% |
| YTD | +26.6% | -22.0% | +48.6% | +26.6% |
| 1Y | +20.3% | -9.3% | +29.7% | +19.3% |
| 3Y | +5.4% | -10.4% | +15.8% | +2.8% |
| 5Y | +22.2% | -43.2% | +65.5% | +18.8% |
| All | +103.9% | +892.0% | -788.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling