+506.2%
MDLZ vs MDT
+284.1%
+222.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -1.1% |
| 30D | +10.0% | +16.2% | -6.2% | +4.6% |
| 3M | +7.1% | +18.9% | -11.8% | +0.9% |
| 6M | +9.8% | +37.3% | -27.5% | -1.5% |
| YTD | +26.6% | +9.7% | +16.9% | +22.1% |
| 1Y | +20.3% | +15.2% | +5.1% | +14.1% |
| 3Y | +5.4% | +61.8% | -56.4% | -11.3% |
| 5Y | +22.2% | -1.4% | +23.6% | +19.4% |
| 10Y | +92.2% | +61.6% | +30.6% | +56.7% |
| All | +506.2% | +284.1% | +222.1% | +259.7% |
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