+79.0%
MDLZ vs MDT
+39.9%
+39.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -1.6% | +6.0% | -7.6% | -3.8% |
| 3M | +0.9% | +15.5% | -14.6% | -4.7% |
| 6M | +7.3% | +3.4% | +3.9% | +5.5% |
| YTD | +16.4% | -2.2% | +18.6% | +16.8% |
| 1Y | +3.0% | +2.6% | +0.4% | +1.3% |
| 3Y | -3.7% | +27.5% | -31.2% | -14.0% |
| 5Y | +15.6% | -20.1% | +35.7% | +23.2% |
| 10Y | +79.0% | +39.1% | +39.9% | +54.3% |
| All | +79.0% | +39.9% | +39.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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