+24.4%
MDLZ vs MOD
-33.0%
+57.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -21.4% | +24.9% | +1.8% |
| 7D | +8.9% | -31.3% | +40.2% | +6.2% |
| 30D | +15.2% | -46.1% | +61.3% | +11.0% |
| 3M | +9.5% | -51.1% | +60.6% | +5.1% |
| 6M | +11.7% | -62.1% | +73.7% | +6.5% |
| YTD | +28.4% | -26.2% | +54.6% | +19.4% |
| 1Y | +24.4% | -32.6% | +57.0% | +15.2% |
| All | +24.4% | -33.0% | +57.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling