+514.8%
MDLZ vs MLM
+1,461.8%
-947.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.0% |
| 7D | +8.9% | +9.1% | -0.2% | +7.1% |
| 30D | +15.2% | +14.6% | +0.6% | +12.2% |
| 3M | +9.5% | +0.3% | +9.2% | +9.3% |
| 6M | +11.7% | -7.5% | +19.1% | +12.9% |
| YTD | +28.4% | -10.2% | +38.7% | +30.3% |
| 1Y | +24.4% | -10.5% | +34.9% | +26.3% |
| 3Y | +7.1% | +27.8% | -20.7% | +0.3% |
| 5Y | +24.2% | +38.9% | -14.7% | +13.0% |
| 10Y | +101.3% | +211.4% | -110.1% | +49.2% |
| All | +514.8% | +1,461.8% | -947.0% | +217.3% |
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