+102.0%
MDLZ vs MOD
+920.5%
-818.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | +2.2% | -17.8% | +20.0% | +2.6% |
| 30D | +10.1% | -43.2% | +53.4% | +11.7% |
| 3M | +9.1% | -46.0% | +55.1% | +10.7% |
| 6M | +10.0% | -62.2% | +72.2% | +12.5% |
| YTD | +26.8% | -22.8% | +49.6% | +25.4% |
| 1Y | +22.5% | -35.5% | +58.0% | +21.8% |
| 3Y | +5.3% | +128.2% | -122.9% | -5.4% |
| 5Y | +21.4% | +791.6% | -770.2% | -3.6% |
| 10Y | +102.0% | +886.3% | -784.3% | +53.9% |
| All | +102.0% | +920.5% | -818.5% | +53.9% |
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