+107.6%
MDLZ vs MOD
+1,079.7%
-972.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.4% | +0.7% |
| 7D | +2.3% | +40.4% | -38.1% | +1.3% |
| 30D | +7.9% | -14.0% | +21.9% | +8.2% |
| 3M | +7.3% | -33.3% | +40.6% | +8.2% |
| 6M | +11.7% | -51.4% | +63.1% | +13.5% |
| YTD | +28.7% | +1.6% | +27.1% | +26.2% |
| 1Y | +22.8% | +5.4% | +17.4% | +20.0% |
| 3Y | +6.6% | +191.0% | -184.4% | -4.9% |
| 5Y | +23.2% | +1,093.1% | -1,070.0% | -3.4% |
| All | +107.6% | +1,079.7% | -972.1% | +57.0% |
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