+22.2%
MDLZ vs MOS
-32.4%
+54.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +21.6% | -19.9% | +0.5% |
| 30D | +11.2% | +12.0% | -0.8% | +10.3% |
| 3M | +6.1% | -3.9% | +10.0% | +6.1% |
| 6M | +8.6% | -3.3% | +11.9% | +8.4% |
| YTD | +25.8% | -4.6% | +30.5% | +25.3% |
| 1Y | +21.7% | -7.0% | +28.6% | +21.2% |
| 3Y | +5.8% | -24.4% | +30.2% | +5.9% |
| All | +22.2% | -32.4% | +54.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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