+102.6%
MDLZ vs MDB
+848.0%
-745.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | +1.7% | -11.4% | +13.0% | +2.0% |
| 30D | +11.2% | -13.8% | +25.0% | +11.6% |
| 3M | +6.1% | -15.5% | +21.6% | +6.4% |
| 6M | +8.6% | +17.9% | -9.4% | +7.1% |
| YTD | +25.8% | -25.5% | +51.3% | +26.0% |
| 1Y | +21.7% | -12.1% | +33.8% | +20.8% |
| 3Y | +5.8% | -5.9% | +11.7% | +2.7% |
| 5Y | +21.4% | -43.7% | +65.1% | +17.8% |
| All | +102.6% | +848.0% | -745.4% | +56.7% |
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 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