+457.4%
MDLZ vs MKSI
+1,018.6%
-561.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.7% |
| 30D | -1.6% | -12.9% | +11.3% | -0.3% |
| 3M | +0.9% | -14.8% | +15.7% | +1.2% |
| 6M | +7.3% | +26.6% | -19.3% | +2.4% |
| YTD | +16.4% | +66.6% | -50.1% | +7.2% |
| 1Y | +3.0% | +144.6% | -141.6% | -10.0% |
| 3Y | -3.7% | +193.1% | -196.9% | -21.1% |
| 5Y | +15.6% | +88.6% | -73.0% | -2.0% |
| 10Y | +79.0% | +490.9% | -411.9% | +24.7% |
| All | +457.4% | +1,018.6% | -561.2% | +232.2% |
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 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