+454.2%
MDLZ vs MMM
+557.6%
-103.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | -2.1% | -7.0% | +4.9% | +0.2% |
| 3M | +1.3% | +10.8% | -9.5% | -2.3% |
| 6M | +6.2% | +5.8% | +0.4% | +3.7% |
| YTD | +15.8% | +6.8% | +9.0% | +12.4% |
| 1Y | +4.1% | +10.4% | -6.3% | -0.4% |
| 3Y | -4.1% | +104.7% | -108.8% | -29.1% |
| 5Y | +13.4% | +23.6% | -10.2% | -0.1% |
| 10Y | +75.7% | +54.1% | +21.6% | +36.3% |
| All | +454.2% | +557.6% | -103.4% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling