+49.2%
MDLZ vs MP
+257.7%
-208.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.2% |
| 7D | +1.7% | -10.5% | +12.2% | +1.7% |
| 30D | +11.2% | -23.5% | +34.7% | +11.4% |
| 3M | +6.1% | -25.4% | +31.6% | +6.3% |
| 6M | +8.6% | -51.3% | +59.8% | +9.3% |
| YTD | +25.8% | -29.9% | +55.8% | +25.7% |
| 1Y | +21.7% | -31.8% | +53.5% | +21.5% |
| 3Y | +5.8% | +127.0% | -121.2% | +1.4% |
| 5Y | +21.4% | -3.3% | +24.7% | +18.0% |
| All | +49.2% | +257.7% | -208.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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