+21.7%
MDLZ vs MDB
-13.6%
+35.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.1% |
| 7D | +1.7% | -11.4% | +13.0% | +1.2% |
| 30D | +11.2% | -13.8% | +25.0% | +10.5% |
| 3M | +6.1% | -15.5% | +21.6% | +5.8% |
| 6M | +8.6% | +17.9% | -9.4% | +9.4% |
| YTD | +25.8% | -25.5% | +51.3% | +24.1% |
| 1Y | +21.7% | -12.1% | +33.8% | +20.8% |
| All | +21.7% | -13.6% | +35.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling