+92.2%
MDLZ vs MLM
+167.5%
-75.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.1% |
| 7D | +0.1% | -3.8% | +3.9% | +0.9% |
| 30D | +10.0% | +11.0% | -1.0% | +7.7% |
| 3M | +7.1% | -3.1% | +10.1% | +7.6% |
| 6M | +9.8% | -9.8% | +19.6% | +11.6% |
| YTD | +26.6% | -14.4% | +41.0% | +29.8% |
| 1Y | +20.3% | -12.6% | +32.9% | +22.7% |
| 3Y | +5.4% | +19.7% | -14.3% | -0.6% |
| 5Y | +22.2% | +29.8% | -7.5% | +11.4% |
| 10Y | +92.2% | +153.5% | -61.4% | +42.7% |
| All | +92.2% | +167.5% | -75.3% | +42.7% |
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