+18.4%
MDLZ vs MGY
+85.2%
-66.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +1.7% | +1.8% | -0.1% | +1.6% |
| 30D | +1.1% | +6.5% | -5.4% | +0.8% |
| 3M | -1.8% | +0.3% | -2.2% | -2.0% |
| 6M | +12.3% | -2.4% | +14.7% | +12.2% |
| YTD | +18.0% | +29.0% | -11.0% | +16.4% |
| 1Y | +3.8% | +17.0% | -13.2% | +2.7% |
| 3Y | -2.4% | +26.2% | -28.6% | -4.5% |
| 5Y | +18.4% | +92.3% | -73.9% | +15.7% |
| All | +18.4% | +85.2% | -66.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling