+86.4%
MDLZ vs MDB
+1,017.4%
-931.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | -1.7% | -17.4% | +15.7% | -1.1% |
| 30D | -2.1% | -2.0% | -0.1% | -2.1% |
| 3M | +1.3% | -3.0% | +4.3% | +1.2% |
| 6M | +6.2% | +48.7% | -42.5% | +4.0% |
| YTD | +15.8% | -12.1% | +27.9% | +15.6% |
| 1Y | +4.1% | +14.5% | -10.4% | +2.5% |
| 3Y | -4.1% | -6.1% | +2.1% | -6.3% |
| 5Y | +13.4% | -27.3% | +40.7% | +8.7% |
| All | +86.4% | +1,017.4% | -931.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling