+81.7%
MDLZ vs MKSI
+524.1%
-442.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +1.9% | +2.7% | -0.8% | +1.7% |
| 30D | +0.4% | -12.8% | +13.2% | +1.5% |
| 3M | -0.6% | -22.5% | +21.9% | +0.5% |
| 6M | +14.7% | +19.4% | -4.7% | +10.2% |
| YTD | +18.0% | +67.7% | -49.7% | +8.7% |
| 1Y | +4.1% | +131.4% | -127.3% | -8.1% |
| 3Y | -4.6% | +197.3% | -201.9% | -22.3% |
| 5Y | +18.4% | +87.0% | -68.6% | +1.0% |
| All | +81.7% | +524.1% | -442.4% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling