+23.0%
MDLZ vs MKSI
+33.5%
-10.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.5% |
| 7D | +2.3% | +12.2% | -9.9% | +2.4% |
| 30D | +7.9% | -8.0% | +16.0% | +8.0% |
| 3M | +7.3% | -29.5% | +36.8% | +7.4% |
| 6M | +11.7% | -31.9% | +43.6% | +11.3% |
| YTD | +28.7% | +35.3% | -6.6% | +24.8% |
| 1Y | +22.8% | +50.3% | -27.5% | +18.4% |
| 3Y | +6.6% | +216.4% | -209.8% | -5.9% |
| All | +23.0% | +33.5% | -10.4% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling