+516.3%
MDLZ vs MDY
+840.0%
-323.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.3% | +2.3% | 0.0% | +1.3% |
| 30D | +7.9% | +2.0% | +5.9% | +6.9% |
| 3M | +7.3% | -5.6% | +12.9% | +9.8% |
| 6M | +11.7% | +1.3% | +10.4% | +10.5% |
| YTD | +28.7% | +12.3% | +16.4% | +21.4% |
| 1Y | +22.8% | +15.8% | +7.0% | +14.1% |
| 3Y | +6.6% | +56.5% | -49.9% | -15.3% |
| 5Y | +23.2% | +35.1% | -12.0% | +3.3% |
| 10Y | +108.7% | +167.4% | -58.7% | +23.7% |
| All | +516.3% | +840.0% | -323.8% | +118.4% |
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