+87.9%
MDLZ vs MDY
+170.4%
-82.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.7% |
| 7D | 0.0% | -0.8% | +0.7% | +0.3% |
| 30D | +1.4% | -3.9% | +5.3% | +3.1% |
| 3M | 0.0% | 0.0% | +0.1% | -0.2% |
| 6M | +9.1% | +8.5% | +0.6% | +4.8% |
| YTD | +17.9% | +13.2% | +4.7% | +10.9% |
| 1Y | +3.2% | +15.0% | -11.8% | -3.7% |
| 3Y | -2.5% | +49.6% | -52.1% | -21.5% |
| 5Y | +17.6% | +46.0% | -28.4% | -5.8% |
| 10Y | +87.9% | +176.4% | -88.4% | -0.9% |
| All | +87.9% | +170.4% | -82.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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