+5.3%
MDLZ vs MDY
+58.3%
-53.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +10.1% | +1.0% | +9.2% | +10.0% |
| 3M | +9.1% | -4.1% | +13.2% | +9.5% |
| 6M | +10.0% | +0.6% | +9.3% | +9.7% |
| YTD | +26.8% | +12.9% | +13.9% | +24.3% |
| 1Y | +22.5% | +14.6% | +7.9% | +19.7% |
| 3Y | +5.3% | +57.1% | -51.8% | -3.0% |
| All | +5.3% | +58.3% | -53.0% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling