+87.9%
MDLZ vs MKC
+26.7%
+61.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | 0.0% | -4.3% | +4.3% | +2.1% |
| 30D | +1.4% | -3.1% | +4.6% | +3.0% |
| 3M | 0.0% | +6.8% | -6.8% | -3.4% |
| 6M | +9.1% | -18.3% | +27.5% | +19.6% |
| YTD | +17.9% | -23.1% | +41.0% | +32.7% |
| 1Y | +3.2% | -23.7% | +26.9% | +16.3% |
| 3Y | -2.5% | -31.0% | +28.5% | +13.9% |
| 5Y | +17.6% | -33.5% | +51.1% | +37.7% |
| 10Y | +87.9% | +30.3% | +57.7% | +46.9% |
| All | +87.9% | +26.7% | +61.3% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling