-4.6%
MDLZ vs MOH
-39.4%
+34.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | 0.0% | -4.2% | +4.1% | +0.2% |
| 30D | +1.4% | -2.4% | +3.8% | +1.6% |
| 3M | 0.0% | -4.4% | +4.4% | +0.2% |
| 6M | +9.1% | +32.9% | -23.8% | +6.7% |
| YTD | +17.9% | +11.9% | +6.1% | +16.1% |
| 1Y | +3.2% | +6.9% | -3.7% | +1.6% |
| All | -4.6% | -39.4% | +34.8% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling