+454.2%
MDLZ vs MKC
+745.4%
-291.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.7% | -5.9% | +4.1% | +1.2% |
| 30D | -2.1% | -0.9% | -1.2% | -1.7% |
| 3M | +1.3% | +12.7% | -11.4% | -4.6% |
| 6M | +6.2% | -19.3% | +25.5% | +16.8% |
| YTD | +15.8% | -22.2% | +37.9% | +29.1% |
| 1Y | +4.1% | -23.3% | +27.5% | +16.7% |
| 3Y | -4.1% | -30.0% | +25.9% | +10.6% |
| 5Y | +13.4% | -33.8% | +47.1% | +32.4% |
| 10Y | +75.7% | +24.4% | +51.3% | +46.4% |
| All | +454.2% | +745.4% | -291.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling