+454.2%
MDLZ vs MLM
+1,344.5%
-890.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.7% | -2.9% | +1.2% | -1.2% |
| 30D | -2.1% | -6.8% | +4.7% | -0.8% |
| 3M | +1.3% | -11.2% | +12.6% | +3.4% |
| 6M | +6.2% | -21.8% | +28.0% | +10.9% |
| YTD | +15.8% | -17.0% | +32.8% | +19.3% |
| 1Y | +4.1% | -16.4% | +20.5% | +7.0% |
| 3Y | -4.1% | +14.5% | -18.6% | -8.3% |
| 5Y | +13.4% | +41.7% | -28.4% | +2.6% |
| 10Y | +75.7% | +200.0% | -124.3% | +31.2% |
| All | +454.2% | +1,344.5% | -890.3% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling