+18.4%
MDLZ vs MKTX
-60.6%
+79.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +1.1% | +0.8% | +0.3% | +1.0% |
| 3M | -1.8% | +41.1% | -43.0% | -5.3% |
| 6M | +12.3% | -9.5% | +21.8% | +13.7% |
| YTD | +18.0% | -8.7% | +26.7% | +19.3% |
| 1Y | +3.8% | -10.0% | +13.8% | +5.0% |
| 3Y | -2.4% | -24.6% | +22.2% | -0.6% |
| 5Y | +18.4% | -60.3% | +78.7% | +22.0% |
| All | +18.4% | -60.6% | +79.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling