+107.6%
MDLZ vs MKTX
+12.8%
+94.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +7.9% | +0.9% | +7.0% | +7.8% |
| 3M | +7.3% | +2.6% | +4.7% | +6.8% |
| 6M | +11.7% | +20.4% | -8.7% | +7.5% |
| YTD | +28.7% | -7.1% | +35.8% | +29.6% |
| 1Y | +22.8% | -2.8% | +25.5% | +22.5% |
| 3Y | +6.6% | -21.7% | +28.3% | +8.5% |
| 5Y | +23.2% | -54.5% | +77.7% | +36.9% |
| All | +107.6% | +12.8% | +94.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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