+502.4%
MDLZ vs MMM
+622.3%
-119.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +1.7% | +6.2% | -4.5% | -0.4% |
| 30D | +11.2% | +14.2% | -3.0% | +6.3% |
| 3M | +6.1% | +2.9% | +3.2% | +4.9% |
| 6M | +8.6% | +27.6% | -19.0% | -0.2% |
| YTD | +25.8% | +17.3% | +8.6% | +18.2% |
| 1Y | +21.7% | +15.1% | +6.6% | +14.9% |
| 3Y | +5.8% | +157.1% | -151.3% | -27.9% |
| 5Y | +21.4% | +45.1% | -23.7% | +0.9% |
| 10Y | +97.2% | +83.9% | +13.4% | +43.5% |
| All | +502.4% | +622.3% | -119.9% | +163.0% |
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