+81.7%
MDLZ vs MOH
+264.4%
-182.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | +0.4% | -0.9% | +1.3% | +0.5% |
| 3M | -0.6% | +5.7% | -6.3% | -1.7% |
| 6M | +14.7% | +39.1% | -24.4% | +8.8% |
| YTD | +18.0% | +17.7% | +0.3% | +13.6% |
| 1Y | +4.1% | +8.4% | -4.3% | +0.9% |
| 3Y | -4.6% | -36.6% | +32.0% | -2.6% |
| 5Y | +18.4% | -19.1% | +37.4% | +14.4% |
| All | +81.7% | +264.4% | -182.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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