+509.7%
MDLZ vs MLM
+1,381.2%
-871.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.3% | +0.2% |
| 7D | +6.9% | -1.2% | +8.1% | +7.1% |
| 30D | +12.1% | +7.9% | +4.1% | +10.4% |
| 3M | +7.7% | -4.5% | +12.1% | +8.5% |
| 6M | +10.8% | -12.6% | +23.4% | +13.3% |
| YTD | +27.4% | -14.9% | +42.2% | +30.6% |
| 1Y | +23.5% | -13.1% | +36.6% | +26.1% |
| 3Y | +6.2% | +21.2% | -15.0% | +0.5% |
| 5Y | +22.9% | +32.0% | -9.1% | +12.9% |
| 10Y | +99.6% | +195.3% | -95.7% | +49.5% |
| All | +509.7% | +1,381.2% | -871.5% | +217.9% |
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