+15.6%
MDLZ vs MDT
-19.6%
+35.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -1.6% | +6.0% | -7.6% | -3.5% |
| 3M | +0.9% | +15.5% | -14.6% | -3.9% |
| 6M | +7.3% | +3.4% | +3.9% | +5.9% |
| YTD | +16.4% | -2.2% | +18.6% | +16.9% |
| 1Y | +3.0% | +2.6% | +0.4% | +1.7% |
| 3Y | -3.7% | +27.5% | -31.2% | -12.0% |
| 5Y | +15.6% | -20.1% | +35.7% | +19.3% |
| All | +15.6% | -19.6% | +35.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling