+104.5%
MDLZ vs MKC
+24.3%
+80.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -0.4% | -7.3% | +6.9% | +3.3% |
| 30D | +8.2% | +4.0% | +4.3% | +6.1% |
| 3M | +8.0% | -11.5% | +19.4% | +14.2% |
| 6M | +9.7% | +1.1% | +8.7% | +8.6% |
| YTD | +26.9% | -29.9% | +56.8% | +48.7% |
| 1Y | +20.9% | -27.0% | +47.9% | +38.8% |
| 3Y | +5.3% | -22.3% | +27.7% | +15.2% |
| 5Y | +21.4% | -36.0% | +57.4% | +43.8% |
| All | +104.5% | +24.3% | +80.2% | +66.3% |
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