+7.1%
MDLZ vs MOD
+116.8%
-109.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.4% | -1.2% |
| 7D | +6.9% | -34.2% | +41.0% | +4.9% |
| 30D | +12.1% | -51.9% | +64.0% | +8.7% |
| 3M | +7.7% | -53.0% | +60.7% | +4.5% |
| 6M | +10.8% | -66.4% | +77.1% | +6.8% |
| YTD | +27.4% | -31.5% | +58.9% | +24.6% |
| 1Y | +23.5% | -39.6% | +63.1% | +20.5% |
| All | +7.1% | +116.8% | -109.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling