-4.6%
MDLZ vs MKSI
+191.6%
-196.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.3% |
| 7D | 0.0% | +6.6% | -6.7% | +0.2% |
| 30D | +1.4% | -8.2% | +9.7% | +1.1% |
| 3M | 0.0% | -16.4% | +16.4% | -0.8% |
| 6M | +9.1% | +23.0% | -13.8% | +8.7% |
| YTD | +17.9% | +68.2% | -50.2% | +18.0% |
| 1Y | +3.2% | +148.6% | -145.3% | +3.9% |
| All | -4.6% | +191.6% | -196.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling