+104.2%
MDLZ vs MDB
+906.0%
-801.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.2% |
| 30D | +10.1% | -14.0% | +24.1% | +10.6% |
| 3M | +9.1% | -20.3% | +29.4% | +9.6% |
| 6M | +10.0% | +10.9% | -0.9% | +8.8% |
| YTD | +26.8% | -20.9% | +47.7% | +26.7% |
| 1Y | +22.5% | -11.2% | +33.7% | +21.6% |
| 3Y | +5.3% | -11.9% | +17.2% | +2.8% |
| 5Y | +21.4% | -40.2% | +61.6% | +17.6% |
| All | +104.2% | +906.0% | -801.8% | +57.7% |
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