-4.6%
MDLZ vs MGY
+25.3%
-29.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | +1.4% | +6.8% | -5.4% | +1.3% |
| 3M | 0.0% | +2.6% | -2.6% | -0.2% |
| 6M | +9.1% | -3.1% | +12.3% | +9.0% |
| YTD | +17.9% | +29.4% | -11.5% | +17.2% |
| 1Y | +3.2% | +22.3% | -19.1% | +2.6% |
| All | -4.6% | +25.3% | -29.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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