+90.0%
MDLZ vs MLM
+185.4%
-95.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +1.7% | -4.1% | +5.8% | +2.5% |
| 30D | +11.2% | +8.2% | +3.0% | +9.5% |
| 3M | +6.1% | -3.6% | +9.7% | +6.8% |
| 6M | +8.6% | -15.6% | +24.1% | +11.7% |
| YTD | +25.8% | -16.4% | +42.3% | +29.4% |
| 1Y | +21.7% | -14.3% | +36.0% | +24.5% |
| 3Y | +5.8% | +19.3% | -13.5% | +0.1% |
| 5Y | +21.4% | +29.6% | -8.2% | +11.1% |
| All | +90.0% | +185.4% | -95.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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