+454.2%
MDLZ vs MDY
+864.0%
-409.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | -2.1% | -1.5% | -0.6% | -1.5% |
| 3M | +1.3% | +0.8% | +0.6% | +0.7% |
| 6M | +6.2% | +7.4% | -1.2% | +2.5% |
| YTD | +15.8% | +15.2% | +0.6% | +8.1% |
| 1Y | +4.1% | +16.5% | -12.4% | -3.4% |
| 3Y | -4.1% | +46.8% | -50.9% | -21.4% |
| 5Y | +13.4% | +46.0% | -32.7% | -8.2% |
| 10Y | +75.7% | +172.1% | -96.3% | +3.5% |
| All | +454.2% | +864.0% | -409.8% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling