+502.4%
MDLZ vs MDT
+280.4%
+222.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | +1.7% | +5.4% | -3.8% | -0.1% |
| 30D | +11.2% | +19.1% | -7.9% | +4.9% |
| 3M | +6.1% | +19.5% | -13.3% | -0.1% |
| 6M | +8.6% | +33.5% | -24.9% | -1.7% |
| YTD | +25.8% | +8.7% | +17.2% | +21.7% |
| 1Y | +21.7% | +16.8% | +4.9% | +14.8% |
| 3Y | +5.8% | +53.0% | -47.2% | -9.4% |
| 5Y | +21.4% | -2.9% | +24.3% | +19.2% |
| 10Y | +97.2% | +61.4% | +35.8% | +61.0% |
| All | +502.4% | +280.4% | +222.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling