+18.4%
MDLZ vs MOH
-23.8%
+42.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | +1.1% | +3.0% | -1.8% | +0.8% |
| 3M | -1.8% | +1.2% | -3.1% | -2.2% |
| 6M | +12.3% | +41.7% | -29.4% | +8.0% |
| YTD | +18.0% | +15.4% | +2.6% | +15.1% |
| 1Y | +3.8% | +11.8% | -8.0% | +1.2% |
| 3Y | -2.4% | -37.5% | +35.1% | -0.7% |
| 5Y | +18.4% | -20.6% | +39.1% | +11.1% |
| All | +18.4% | -23.8% | +42.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling