+516.3%
MDLZ vs MKSI
+808.6%
-292.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.7% |
| 7D | +2.3% | +12.2% | -9.9% | +1.1% |
| 30D | +7.9% | -8.0% | +16.0% | +8.4% |
| 3M | +7.3% | -29.5% | +36.8% | +10.3% |
| 6M | +11.7% | -31.9% | +43.6% | +13.7% |
| YTD | +28.7% | +35.3% | -6.6% | +20.3% |
| 1Y | +22.8% | +50.3% | -27.5% | +13.2% |
| 3Y | +6.6% | +216.4% | -209.8% | -14.6% |
| 5Y | +23.2% | +34.4% | -11.3% | +8.0% |
| 10Y | +108.7% | +348.6% | -239.9% | +48.9% |
| All | +516.3% | +808.6% | -292.3% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling