+454.2%
MDLZ vs MOS
+216.6%
+237.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.7% | +9.5% | -11.3% | -2.7% |
| 30D | -2.1% | +10.4% | -12.5% | -3.2% |
| 3M | +1.3% | +12.9% | -11.6% | -0.3% |
| 6M | +6.2% | +1.2% | +5.0% | +5.3% |
| YTD | +15.8% | +9.3% | +6.5% | +13.7% |
| 1Y | +4.1% | -18.0% | +22.1% | +5.2% |
| 3Y | -4.1% | -29.0% | +24.9% | -2.9% |
| 5Y | +13.4% | -9.6% | +22.9% | +8.9% |
| 10Y | +75.7% | +6.1% | +69.7% | +55.4% |
| All | +454.2% | +216.6% | +237.6% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling