+90.0%
MDLZ vs MMM
+82.0%
+8.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +1.7% | +6.2% | -4.5% | 0.0% |
| 30D | +11.2% | +14.2% | -3.0% | +7.2% |
| 3M | +6.1% | +2.9% | +3.2% | +5.1% |
| 6M | +8.6% | +27.6% | -19.0% | +1.3% |
| YTD | +25.8% | +17.3% | +8.6% | +19.6% |
| 1Y | +21.7% | +15.1% | +6.6% | +16.2% |
| 3Y | +5.8% | +157.1% | -151.3% | -24.9% |
| 5Y | +21.4% | +45.1% | -23.7% | +6.1% |
| All | +90.0% | +82.0% | +8.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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