+106.1%
MDLZ vs MKC
+25.5%
+80.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -1.0% | -7.0% | +6.0% | +2.5% |
| 30D | +7.9% | +4.1% | +3.9% | +5.8% |
| 3M | +8.9% | -10.3% | +19.2% | +14.4% |
| 6M | +10.5% | +1.7% | +8.8% | +9.0% |
| YTD | +27.1% | -29.1% | +56.2% | +48.2% |
| 1Y | +20.9% | -26.0% | +46.9% | +37.9% |
| 3Y | +5.5% | -21.5% | +27.0% | +14.8% |
| 5Y | +22.2% | -35.0% | +57.3% | +43.8% |
| 10Y | +106.1% | +25.6% | +80.5% | +65.9% |
| All | +106.1% | +25.5% | +80.6% | +65.9% |
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