+21.4%
MDLZ vs MDY
+36.2%
-14.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | +9.1% | -4.1% | +13.2% | +10.2% |
| 6M | +10.0% | +0.6% | +9.3% | +9.5% |
| YTD | +26.8% | +12.9% | +13.9% | +21.9% |
| 1Y | +22.5% | +14.6% | +7.9% | +17.1% |
| 3Y | +5.3% | +57.1% | -51.8% | -11.6% |
| 5Y | +21.4% | +37.1% | -15.6% | +6.2% |
| All | +21.4% | +36.2% | -14.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling