+4.1%
MDLZ vs MKSI
+162.5%
-158.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | +0.1% |
| 7D | -1.7% | +1.8% | -3.5% | -1.6% |
| 30D | -2.1% | -16.8% | +14.7% | -3.7% |
| 3M | +1.3% | -21.1% | +22.4% | -1.0% |
| 6M | +6.2% | +10.8% | -4.6% | +3.5% |
| YTD | +15.8% | +63.3% | -47.5% | +13.2% |
| 1Y | +4.1% | +157.0% | -152.9% | +1.3% |
| All | +4.1% | +162.5% | -158.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling