+107.6%
MDLZ vs MLM
+138.2%
-30.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +7.9% | +9.0% | -1.1% | +6.1% |
| 3M | +7.3% | -5.6% | +12.8% | +8.4% |
| 6M | +11.7% | -10.7% | +22.4% | +13.8% |
| YTD | +28.7% | -17.2% | +45.9% | +32.8% |
| 1Y | +22.8% | -14.2% | +37.0% | +25.7% |
| 3Y | +6.6% | +15.6% | -9.0% | +1.1% |
| 5Y | +23.2% | +26.2% | -3.1% | +12.8% |
| All | +107.6% | +138.2% | -30.7% | +54.8% |
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