+74.8%
MDLZ vs MOD
+1,642.7%
-1,567.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | -1.7% | +9.6% | -11.3% | -2.0% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +1.3% | -35.4% | +36.7% | +2.7% |
| 6M | +6.2% | -7.3% | +13.5% | +5.6% |
| YTD | +15.8% | +45.8% | -30.0% | +12.6% |
| 1Y | +4.1% | +43.1% | -39.0% | +1.1% |
| 3Y | -4.1% | +297.7% | -301.8% | -15.0% |
| 5Y | +13.4% | +1,478.8% | -1,465.4% | -11.3% |
| All | +74.8% | +1,642.7% | -1,567.9% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling